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Item Details
| Title:
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INNOVATION APPROACH TO RANDOM FIELDS, AN: APPLICATION OF WHITE NOISE THEORY
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| By: |
Takeyuki Hida, Si Si |
| Format: |
Hardback |
| List price:
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£95.00 |
| Our price: |
£85.50 |
| Discount: |
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| You save:
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£9.50 |
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| ISBN 10: |
9812380957 |
| ISBN 13: |
9789812380951 |
| Availability: |
Usually dispatched within 1-3 weeks.
 Delivery
rates
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| Stock: |
Currently 0 available |
| Publisher: |
WORLD SCIENTIFIC PUBLISHING CO PTE LTD |
| Pub. date: |
16 July, 2004 |
| Pages: |
204 |
| Description: |
An exploration of random fields. The authors use an approach that firstly constructs innovation, which is the most elemental stochastic process with a basic and simple way of dependence, and then they express the given field as a function of the innovation. |
| Synopsis: |
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. They therefore establish an infinite-dimensional stochastic calculus, in particular a stochastic variational calculus. The analysis of functions of the innovation is essentially infinite-dimensional. The authors use not only the theory of functional analysis, but also their new tools for the study. |
| Publication: |
Singapore |
| Imprint: |
World Scientific Publishing Co Pte Ltd |
| Returns: |
Returnable |
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