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

Takeyuki Hida/ Si Si

ISBN 10: 9812380957 / ISBN 13: 9789812380951

Published by World Scientific Pub Co Inc, 2004

About this Item

189 pages. 9.25x6.25x0.25 inches. In Stock.

Seller Inventory # __9812380957

Bibliographic Details

• Title: An Innovation Approach to Random Fields: Application of White Noise Theory
• Publisher: World Scientific Pub Co Inc
• Publication Date: 2004
• Language: English
• ISBN 10: 9812380957
• ISBN 13: 9789812380951
• Binding: Hardcover
• Condition: Brand New
• Weight: 0.41 kilograms

About this title

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.

Review

?This book contains many references to the literature, with small examples containing open ends and suggestions..."