E-Book, Englisch, 584 Seiten, eBook
Khoshnevisan Multiparameter Processes
Erscheinungsjahr 2006
ISBN: 978-0-387-21631-7
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark
An Introduction to Random Fields
E-Book, Englisch, 584 Seiten, eBook
Reihe: Springer Monographs in Mathematics
ISBN: 978-0-387-21631-7
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark
Multi-parameter processes extend the existing one-parameter theory in an elegant way and have many applications to other fields in mathematics such as real analysis, functional analysis, group theory, and analytic number theory, to name a few. This book on the vast and rapidly developing subject of random fields is designed for a second graduate course in probability. Recent work on random fields has made it possible to make it an expository subject which interacts with several other areas in mathematics and has enough mathematical depth to be of use to pure as well as applied mathematicians of many backgrounds.
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Autoren/Hrsg.
Weitere Infos & Material
Discrete-Parameter Random Fields.- Discrete-Parameter Martingales.- Two Applications in Analysis.- Random Walks.- Multiparameter Walks.- Gaussian Random Variables.- Limit Theorems.- Continuous-Parameter Random Fields.- Continuous-Parameter Martingales.- Constructing Markov Processes.- Generation of Markov Processes.- Probabilistic Potential Theory.- Multiparameter Markov Processes.- The Brownian Sheet and Potential Theory.
