Multiparameter processes : an introduction to random fields
著者
書誌事項
Multiparameter processes : an introduction to random fields
(Springer monographs in mathematics)
Springer, c2002
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注記
Includes bibliographical references (p. [543]-565) and indexes
内容説明・目次
内容説明
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
目次
- 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
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