Hidden Bibliographic Details
Other authors / contributors: | Si, Si.
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ISBN: | 9812380957 9789812380951 9812565388 9789812565389 1281876968 9781281876966
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Digital file characteristics: | data file
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Notes: | Includes bibliographical references and index. Print version record.
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Summary: | A random field is a mathematical model of evolutional fluctuatingcomplex systems parametrized by a multi-dimensional manifold like acurve or a surface. As the parameter varies, the random field carriesmuch information and hence it has complex stochastic structure. The authors of this book use an approach that is characteristic:namely, they first construct innovation, which is the most elementalstochastic process with a basic and simple way of dependence, and thenexpress the given field as a function of the innovation. Theytherefore establish an infinite-dimensional stochastic calculus, inpartic.
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Other form: | Print version: Hida, Takeyuki, 1927- Innovation approach to random fields. Singapore ; River Edge, NJ : World Scientific, ©2004 9812380957
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