Davar Khoshnevisan
Springer New York
2002e druk, 2002
9780387954592
Multiparameter Processes
An Introduction to Random Fields
Specificaties
Gebonden, 584 blz.
|
Engels
Springer New York |
2002e druk, 2002
ISBN13: 9780387954592
Rubricering
Onderdeel van serie
Springer Monographs in Mathematics
Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
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
Specificaties
ISBN13:9780387954592
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:584
Uitgever:Springer New York
Druk:2002
Inhoudsopgave
DISCRETE-PARAMETER RANDOM FIELDS * Discrete Parameter Martingales * Two Applications in Analysis * Random Walks * Multiparameter Walks * Gaussian Random Walks * Limit Theorems; CONTINUOUS-PARAMETER RANDOM FIELDS * Continuous Parameter Martingales * Constructing Markov Processes * Generation of Markov Processes * Probabilistic Potential Theory * Multiparameter Markov Processes * Brownian Sheet and Potential Theory; APPENDICES * Kolmogorov's Consistency Theorem * Laplace Transforms * Hausdorff Dimensions and Measures * Energy and Capacity