Multiparameter Processes
An Introduction to Random Fields
Seiten
2002
Springer-Verlag New York Inc.
978-0-387-95459-2 (ISBN)
Springer-Verlag New York Inc.
978-0-387-95459-2 (ISBN)
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.
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.
Reihe/Serie | Springer Monographs in Mathematics |
---|---|
Zusatzinfo | 8 Illustrations, black and white; XX, 584 p. 8 illus. |
Verlagsort | New York, NY |
Sprache | englisch |
Maße | 155 x 235 mm |
Themenwelt | Mathematik / Informatik ► Mathematik ► Analysis |
Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
ISBN-10 | 0-387-95459-7 / 0387954597 |
ISBN-13 | 978-0-387-95459-2 / 9780387954592 |
Zustand | Neuware |
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