Statistical Analysis of Random Fields

Author:   A. V. Ivanov ,  Nicolai Leonenko
Publisher:   Springer
Edition:   Softcover reprint of the original 1st ed. 1989
Volume:   28
ISBN:  

9789401070270


Pages:   244
Publication Date:   22 September 2011
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Statistical Analysis of Random Fields


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Overview

'Et moi, ...* si j'avait su comment en revcnir. One service mathematics has rendered the je n'y scrais point aile.' human race. It has put common sense back where it belongs, on the topmost shclf next Jules Verne to the dusty canister labdlcd 'discarded non* The series is divergent; therefore we may be sense'. able to 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.

Full Product Details

Author:   A. V. Ivanov ,  Nicolai Leonenko
Publisher:   Springer
Imprint:   Springer
Edition:   Softcover reprint of the original 1st ed. 1989
Volume:   28
Dimensions:   Width: 15.50cm , Height: 1.30cm , Length: 23.50cm
Weight:   0.397kg
ISBN:  

9789401070270


ISBN 10:   940107027
Pages:   244
Publication Date:   22 September 2011
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

1. Elements of the Theory of Random Fields.- 1.1 Basic concepts and notation.- 1.2 Homogeneous and isotropic random fields.- 1.3 Spectral properties of higher order moments of random fields.- 1.4 Some properties of the uniform distribution.- 1.5 Variances of integrals of random fields.- 1.6 Weak dependence conditions for random fields.- 1.7 A central limit theorem.- 1.8 Moment inequalities.- 1.9 Invariance principle.- 2. Limit Theorems for Functionals of Gaussian Fields.- 2.1 Variances of integrals of local Gaussian functionals.- 2.2 Reduction conditions for strongly dependent random fields.- 2.3 Central limit theorem for non-linear transformations of Gaussian fields.- 2.4 Approximation for distribution of geometric functional of Gaussian fields.- 2.5 Reduction conditions for weighted functionals.- 2.6 Reduction conditions for functionals depending on a parameter.- 2.7 Reduction conditions for measures of excess over a moving level.- 2.8 Reduction conditions for characteristics of the excess over a radial surface.- 2.9 Multiple stochastic integrals.- 2.10 Conditions for attraction of functionals of homogeneous isotropic Gaussian fields to semi-stable processes.- 3. Estimation of Mathematical Expectation.- 3.1 Asymptotic properties of the least squares estimators for linear regression coefficients.- 3.2 Consistency of the least squares estimate under non-linear parametrization.- 3.3 Asymptotic expansion of least squares estimators.- 3.4 Asymptotic normality and convergence of moments for least squares estimators.- 3.5 Consistency of the least moduli estimators.- 3.6 Asymptotic normality of the least moduli estimators.- 4. Estimation of the Correlation Function.- 4.1 Definition of estimators.- 4.2 Consistency.- 4.3 Asymptotic normality.- 4.4 Asymptotic normality. The caseof a homogeneous isotropic field.- 4.5 Estimation by means of several independent sample functions.- 4.6 Confidence intervals.- References.- Comments.

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