Level Sets and Extrema of Random Processes and Fields

0 avg rating
( 0 ratings by Goodreads )
 
9780470409336: Level Sets and Extrema of Random Processes and Fields

A timely and comprehensive treatment of random field theory with applications across diverse areas of study

Level Sets and Extrema of Random Processes and Fields discusses how to understand the properties of the level sets of paths as well as how to compute the probability distribution of its extremal values, which are two general classes of problems that arise in the study of random processes and fields and in related applications. This book provides a unified and accessible approach to these two topics and their relationship to classical theory and Gaussian processes and fields, and the most modern research findings are also discussed.

The authors begin with an introduction to the basic concepts of stochastic processes, including a modern review of Gaussian fields and their classical inequalities. Subsequent chapters are devoted to Rice formulas, regularity properties, and recent results on the tails of the distribution of the maximum. Finally, applications of random fields to various areas of mathematics are provided, specifically to systems of random equations and condition numbers of random matrices.

Throughout the book, applications are illustrated from various areas of study such as statistics, genomics, and oceanography while other results are relevant to econometrics, engineering, and mathematical physics. The presented material is reinforced by end-of-chapter exercises that range in varying degrees of difficulty. Most fundamental topics are addressed in the book, and an extensive, up-to-date bibliography directs readers to existing literature for further study.

Level Sets and Extrema of Random Processes and Fields is an excellent book for courses on probability theory, spatial statistics, Gaussian fields, and probabilistic methods in real computation at the upper-undergraduate and graduate levels. It is also a valuable reference for professionals in mathematics and applied fields such as statistics, engineering, econometrics, mathematical physics, and biology.

"synopsis" may belong to another edition of this title.

About the Author:

Jean-Marc Aza┐s, PhD, is Professor in the Institute of Mathematics at the UniversitÚ de Toulouse, France. Dr. Aza´s has authored numerous journal articles in his areas of research interest, which include probability theory, statistical modeling, biometrics, and the design of experiments.

Mario Wschebor, PhD, is Professor in the Center of Mathematics at the Universidad de la Rep˙blica, Uruguay. In addition to serving as President of the International Center for Pure and Applied Mathematics, Dr. Wschebor is the coauthor of numerous journal articles in the areas of random fields, stochastic analysis, random matrices, and algorithm complexity.

Review:

A very original book, distinguished by its topic and its ability to make use of intuitive basic techniques. It is one of the most important books in probability theory published in the last twenty years --Foundations of Computational Math 2010

A very valuable addition to .. Gaussian processes,random fields,extreme value theory.Well-written and self-contained;detailed and original applications to genomics,oceanography,systems of random equations,condition numbers. --Mathscinet 2010

"It is a very original book, distinguished by its topic and its ability to make use of intuitive basic techniques, such as the Rice formula for instance. So we can say already that it is one of the most important books in probability theory published in the last twenty years." (Zentralblatt Math, 2010)

 

"About this title" may belong to another edition of this title.

Buy New View Book
List Price: US$ 149.00
US$ 117.23

Convert Currency

Shipping: US$ 3.50
Within U.S.A.

Destination, Rates & Speeds

Add to Basket

Top Search Results from the AbeBooks Marketplace

1.

Jean-Marc Azais (Jean-Martin Azaïs, University Paul Sabatier  ); Mario Wschebor (University of the Republic )
Published by John Wiley and Sons
ISBN 10: 0470409339 ISBN 13: 9780470409336
New Quantity Available: > 20
Seller
INDOO
(Avenel, NJ, U.S.A.)
Rating
[?]

Book Description John Wiley and Sons. Book Condition: New. Brand New. Bookseller Inventory # 0470409339

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 117.23
Convert Currency

Add to Basket

Shipping: US$ 3.50
Within U.S.A.
Destination, Rates & Speeds

2.

Jean-Marc Azais, Mario Wschebor
Published by John Wiley and Sons Ltd, United States (2009)
ISBN 10: 0470409339 ISBN 13: 9780470409336
New Hardcover First Edition Quantity Available: 10
Seller
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description John Wiley and Sons Ltd, United States, 2009. Hardback. Book Condition: New. 1. Auflage. 236 x 160 mm. Language: English . Brand New Book. A timely and comprehensive treatment of random field theory with applications across diverse areas of study Level Sets and Extrema of Random Processes and Fields discusses how to understand the properties of the level sets of paths as well as how to compute the probability distribution of its extremal values, which are two general classes of problems that arise in the study of random processes and fields and in related applications. This book provides a unified and accessible approach to these two topics and their relationship to classical theory and Gaussian processes and fields, and the most modern research findings are also discussed. The authors begin with an introduction to the basic concepts of stochastic processes, including a modern review of Gaussian fields and their classical inequalities. Subsequent chapters are devoted to Rice formulas, regularity properties, and recent results on the tails of the distribution of the maximum. Finally, applications of random fields to various areas of mathematics are provided, specifically to systems of random equations and condition numbers of random matrices. Throughout the book, applications are illustrated from various areas of study such as statistics, genomics, and oceanography while other results are relevant to econometrics, engineering, and mathematical physics. The presented material is reinforced by end-of-chapter exercises that range in varying degrees of difficulty. Most fundamental topics are addressed in the book, and an extensive, up-to-date bibliography directs readers to existing literature for further study. Level Sets and Extrema of Random Processes and Fields is an excellent book for courses on probability theory, spatial statistics, Gaussian fields, and probabilistic methods in real computation at the upper-undergraduate and graduate levels. It is also a valuable reference for professionals in mathematics and applied fields such as statistics, engineering, econometrics, mathematical physics, and biology. Bookseller Inventory # BZV9780470409336

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 159.57
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

3.

Jean-Marc Azais, Mario Wschebor
Published by Wiley (2009)
ISBN 10: 0470409339 ISBN 13: 9780470409336
New Hardcover Quantity Available: 1
Seller
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description Wiley, 2009. Hardcover. Book Condition: New. 1. Bookseller Inventory # DADAX0470409339

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 156.24
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

4.

Jean-Marc Azais, Mario Wschebor
Published by John Wiley and Sons Ltd, United States (2009)
ISBN 10: 0470409339 ISBN 13: 9780470409336
New Hardcover First Edition Quantity Available: 10
Seller
Book Depository hard to find
(London, United Kingdom)
Rating
[?]

Book Description John Wiley and Sons Ltd, United States, 2009. Hardback. Book Condition: New. 1. Auflage. 236 x 160 mm. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. A timely and comprehensive treatment of random field theory with applications across diverse areas of study Level Sets and Extrema of Random Processes and Fields discusses how to understand the properties of the level sets of paths as well as how to compute the probability distribution of its extremal values, which are two general classes of problems that arise in the study of random processes and fields and in related applications. This book provides a unified and accessible approach to these two topics and their relationship to classical theory and Gaussian processes and fields, and the most modern research findings are also discussed. The authors begin with an introduction to the basic concepts of stochastic processes, including a modern review of Gaussian fields and their classical inequalities. Subsequent chapters are devoted to Rice formulas, regularity properties, and recent results on the tails of the distribution of the maximum. Finally, applications of random fields to various areas of mathematics are provided, specifically to systems of random equations and condition numbers of random matrices. Throughout the book, applications are illustrated from various areas of study such as statistics, genomics, and oceanography while other results are relevant to econometrics, engineering, and mathematical physics. The presented material is reinforced by end-of-chapter exercises that range in varying degrees of difficulty. Most fundamental topics are addressed in the book, and an extensive, up-to-date bibliography directs readers to existing literature for further study. Level Sets and Extrema of Random Processes and Fields is an excellent book for courses on probability theory, spatial statistics, Gaussian fields, and probabilistic methods in real computation at the upper-undergraduate and graduate levels. It is also a valuable reference for professionals in mathematics and applied fields such as statistics, engineering, econometrics, mathematical physics, and biology. Bookseller Inventory # BZV9780470409336

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 165.03
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

Azais, Jean-Marc, Wschebor, Mario
Published by Wiley (2009)
ISBN 10: 0470409339 ISBN 13: 9780470409336
New Hardcover Quantity Available: 2
Seller
Murray Media
(North Miami Beach, FL, U.S.A.)
Rating
[?]

Book Description Wiley, 2009. Hardcover. Book Condition: New. Bookseller Inventory # P110470409339

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 200.86
Convert Currency

Add to Basket

Shipping: US$ 2.99
Within U.S.A.
Destination, Rates & Speeds

6.

Azais, Jean-martin/ Wschebor, Mario
Published by John Wiley & Sons Inc (2009)
ISBN 10: 0470409339 ISBN 13: 9780470409336
New Hardcover Quantity Available: 1
Seller
Revaluation Books
(Exeter, United Kingdom)
Rating
[?]

Book Description John Wiley & Sons Inc, 2009. Hardcover. Book Condition: Brand New. 1st edition. 393 pages. 9.50x6.25x1.00 inches. In Stock. Bookseller Inventory # __0470409339

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 211.30
Convert Currency

Add to Basket

Shipping: US$ 7.63
From United Kingdom to U.S.A.
Destination, Rates & Speeds

7.

Jean-Marc Azais; Mario Wschebor
Published by Wiley (2009)
ISBN 10: 0470409339 ISBN 13: 9780470409336
New Hardcover Quantity Available: 1
Seller
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description Wiley, 2009. Hardcover. Book Condition: New. Bookseller Inventory # SONG0470409339

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 246.94
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

8.

Azais, Jean-Marc; Wschebor, Mario
Published by Wiley
ISBN 10: 0470409339 ISBN 13: 9780470409336
New Hardcover Quantity Available: 1
Seller
Cloud 9 Books
(Wellington, FL, U.S.A.)
Rating
[?]

Book Description Wiley. Hardcover. Book Condition: New. 0470409339 New Condition. Bookseller Inventory # NEW6.1162489

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 262.47
Convert Currency

Add to Basket

Shipping: US$ 4.99
Within U.S.A.
Destination, Rates & Speeds