Multiparameter processes : an introduction to random fields

書誌事項

Multiparameter processes : an introduction to random fields

Davar Khoshnevisan

(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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詳細情報

  • NII書誌ID(NCID)
    BA58520338
  • ISBN
    • 0387954597
  • LCCN
    2002022927
  • 出版国コード
    us
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    New York ; Tokyo
  • ページ数/冊数
    xix, 584 p.
  • 大きさ
    25 cm
  • 親書誌ID
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