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Innovation Approach to Random Fields, An: Application of White Noise Theory

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Innovation Approach to Random Fields, An: Application of White Noise Theory - Hida, Takeyuki, and Si, Si
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A random field is a mathematical model of evolutional fluctuating complex systems parametrized by a multi-dimensional manifold like a curve or a surface. As the parameter varies, the random field carries much 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 elemental stochastic process with a basic and simple way of dependence, and then express the given field as a function of the innovation. ...

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Innovation Approach to Random Fields, An: Application of White Noise Theory 2004, World Scientific Publishing Company

ISBN-13: 9789812380951

Hardcover