Download or read book Random Fields Analysis And Synthesis Revised And Expanded New Edition written by Erik Vanmarcke and published by World Scientific Publishing Company. This book was released on 2010-07-21 with total page 363 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random variation is a fact of life that provides substance to a wide range of problems in the sciences, engineering, and economics. There is a growing need in diverse disciplines to model complex patterns of variation and interdependence using random fields, as both deterministic treatment and conventional statistics are often insufficient. An ideal random field model will capture key features of complex random phenomena in terms of a minimum number of physically meaningful and experimentally accessible parameters. This volume, a revised and expanded edition of an acclaimed book first published by the M I T Press, offers a synthesis of methods to describe and analyze and, where appropriate, predict and control random fields. There is much new material, covering both theory and applications, notably on a class of probability distributions derived from quantum mechanics, relevant to stochastic modeling in fields such as cosmology, biology and system reliability, and on discrete-unit or agent-based random processes.Random Fields is self-contained and unified in presentation. The first edition was found, in a review in EOS (American Geophysical Union) to be “both technically interesting and a pleasure to read … the presentation is clear and the book should be useful to almost anyone who uses random processes to solve problems in engineering or science … and (there is) continued emphasis on describing the mathematics in physical terms.”
Download or read book Random Fields Analysis and Synthesis written by Erik Vanmarcke and published by MIT Press (MA). This book was released on 1983-01 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this book is to bring together existing and new methodologies of random field theory and indicate how they can be applied to these diverse areas where a "deterministic treatment is inefficient and conventional statistics insufficient."
Download or read book The Geometry of Random Fields written by Robert J. Adler and published by SIAM. This book was released on 2010-01-28 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: An important treatment of the geometric properties of sets generated by random fields, including a comprehensive treatment of the mathematical basics of random fields in general. It is a standard reference for all researchers with an interest in random fields, whether they be theoreticians or come from applied areas.
Download or read book Weakly Stationary Random Fields Invariant Subspaces and Applications written by Vidyadhar S. Mandrekar and published by CRC Press. This book was released on 2017-11-20 with total page 182 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first book to examine weakly stationary random fields and their connections with invariant subspaces (an area associated with functional analysis). It reviews current literature, presents central issues and most important results within the area. For advanced Ph.D. students, researchers, especially those conducting research on Gaussian theory.
Download or read book Stationary Sequences and Random Fields written by Murray Rosenblatt and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book has a dual purpose. One of these is to present material which selec tively will be appropriate for a quarter or semester course in time series analysis and which will cover both the finite parameter and spectral approach. The second object is the presentation of topics of current research interest and some open questions. I mention these now. In particular, there is a discussion in Chapter III of the types of limit theorems that will imply asymptotic nor mality for covariance estimates and smoothings of the periodogram. This dis cussion allows one to get results on the asymptotic distribution of finite para meter estimates that are broader than those usually given in the literature in Chapter IV. A derivation of the asymptotic distribution for spectral (second order) estimates is given under an assumption of strong mixing in Chapter V. A discussion of higher order cumulant spectra and their large sample properties under appropriate moment conditions follows in Chapter VI. Probability density, conditional probability density and regression estimates are considered in Chapter VII under conditions of short range dependence. Chapter VIII deals with a number of topics. At first estimates for the structure function of a large class of non-Gaussian linear processes are constructed. One can determine much more about this structure or transfer function in the non-Gaussian case than one can for Gaussian processes. In particular, one can determine almost all the phase information.
Download or read book Random Fields on a Network written by Xavier Guyon and published by Springer Science & Business Media. This book was released on 1995-06-23 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of spatial models over lattices, or random fields as they are known, has developed significantly over recent years. This book provides a graduate-level introduction to the subject which assumes only a basic knowledge of probability and statistics, finite Markov chains, and the spectral theory of second-order processes. A particular strength of this book is its emphasis on examples - both to motivate the theory which is being developed, and to demonstrate the applications which range from statistical mechanics to image analysis and from statistics to stochastic algorithms.
Download or read book Random Fields for Spatial Data Modeling written by Dionissios T. Hristopulos and published by Springer Nature. This book was released on 2020-02-17 with total page 884 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an inter-disciplinary introduction to the theory of random fields and its applications. Spatial models and spatial data analysis are integral parts of many scientific and engineering disciplines. Random fields provide a general theoretical framework for the development of spatial models and their applications in data analysis. The contents of the book include topics from classical statistics and random field theory (regression models, Gaussian random fields, stationarity, correlation functions) spatial statistics (variogram estimation, model inference, kriging-based prediction) and statistical physics (fractals, Ising model, simulated annealing, maximum entropy, functional integral representations, perturbation and variational methods). The book also explores links between random fields, Gaussian processes and neural networks used in machine learning. Connections with applied mathematics are highlighted by means of models based on stochastic partial differential equations. An interlude on autoregressive time series provides useful lower-dimensional analogies and a connection with the classical linear harmonic oscillator. Other chapters focus on non-Gaussian random fields and stochastic simulation methods. The book also presents results based on the author’s research on Spartan random fields that were inspired by statistical field theories originating in physics. The equivalence of the one-dimensional Spartan random field model with the classical, linear, damped harmonic oscillator driven by white noise is highlighted. Ideas with potentially significant computational gains for the processing of big spatial data are presented and discussed. The final chapter concludes with a description of the Karhunen-Loève expansion of the Spartan model. The book will appeal to engineers, physicists, and geoscientists whose research involves spatial models or spatial data analysis. Anyone with background in probability and statistics can read at least parts of the book. Some chapters will be easier to understand by readers familiar with differential equations and Fourier transforms.
Download or read book Random Fields written by C. Preston and published by Springer. This book was released on 2006-11-14 with total page 205 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Gaussian Random Fields Proceedings Of The Third Nagayo Levy Seminar written by Kazufumi Ito and published by World Scientific. This book was released on 1991-11-29 with total page 450 pages. Available in PDF, EPUB and Kindle. Book excerpt: These proceedings emphasize new mathematical problems discussed in line with white noise analysis. Many papers deal with mathematical questions arising from actual phenomena. Various applications to stochastic differential equations, quantum field theory, functional integration such as Feynman integrals, limit theorems in probability are also discussed.
Download or read book Simulation and Analysis of Random Fields written by Gordon A. Fenton and published by . This book was released on 1991 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Innovation Approach to Random Fields written by Takeyuki Hida and published by World Scientific. This book was released on 2004 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Adaptive synthesis and generation of random fields written by Jarosław Figwer and published by . This book was released on 2008 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Excursion Sets of Random Fields and Its Applications written by Florian Timmermann and published by GRIN Verlag. This book was released on 2011-06 with total page 113 pages. Available in PDF, EPUB and Kindle. Book excerpt: Research Paper (postgraduate) from the year 2011 in the subject Mathematics - Stochastics, grade: 1,0, University of Ulm, language: English, abstract: This work combines two beautiful branches of mathematics: geometry and random fields. The mathematical basics needed to understand the theory are developed carefully. Enriched with illustrative examples an easily implementable method for the analysis of a wide range of surfaces, e.g. paper or metallic surfaces, is provided and therefore suits for direct application.
Download or read book Gibbs Random Fields written by V.A. Malyshev and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'Et moi ..., si j' avait su comment en revenir, One service mathematics has rendered the human race. It has put common sense back je n'y serais point aIle.' Jules Verne where it belongs, on the topmost shelf next to the dusty canister labelled 'discarded non- The series is divergent; therefore we may be sense'" able 10 do something with it. Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound_ Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series
Download or read book Multiparameter Processes written by Davar Khoshnevisan and published by Springer Science & Business Media. This book was released on 2002-07-10 with total page 591 pages. Available in PDF, EPUB and Kindle. Book excerpt: Self-contained presentation: from elementary material to state-of-the-art research; Much of the theory in book-form for the first time; Connections are made between probability and other areas of mathematics, engineering and mathematical physics
Download or read book Simulation and Analysis of Random Fields written by Gordon A. Fenton and published by . This book was released on 1990 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Lectures On Probability And Second Order Random Fields written by Maria Felicitas Castanos and published by World Scientific. This book was released on 1995-05-31 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book of lecture notes contains theoretical background material required for computer generation of random fields, which is of interest in various fields of applied mathematics.The necessary probabilistic background suitable for applied work in engineering as well as signal and image processing is also covered.The book is a valuable guide for higher level engineering students.
