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Innovation Approach To Random Fields, An: Application Of White Noise Theory (Hardcover) Loot Price: R2,253
Discovery Miles 22 530
Repayment Terms: R211 pm x 12*
Innovation Approach To Random Fields, An: Application Of White Noise Theory (Hardcover): Takeyuki Hida, Si Si

Innovation Approach To Random Fields, An: Application Of White Noise Theory (Hardcover)

Takeyuki Hida, Si Si

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Loot Price R2,253 Discovery Miles 22 530 | Repayment Terms: R211 pm x 12*

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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. 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.

General

Imprint: World Scientific Publishing Co Pte Ltd
Country of origin: Singapore
Release date: July 2004
First published: July 2004
Authors: Takeyuki Hida • Si Si
Dimensions: 230 x 161 x 17mm (L x W x T)
Format: Hardcover
Pages: 204
ISBN-13: 978-981-238-095-1
Categories: Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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LSN: 981-238-095-7
Barcode: 9789812380951

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