Name: Limit Theorems for Random Fields with Singular Spectrum (en Inglés)
Price: 105.47 USD
Availability: InStock
Author: Leonenko, Nicolai
ISBN: 9789401059473

portada Limit Theorems for Random Fields with Singular Spectrum (en Inglés)

Limit Theorems for Random Fields with Singular Spectrum (en Inglés)

Formato

Libro Físico

Autor

Nicolai Leonenko

Editorial

Springer

Idioma

Inglés

N° páginas

406

Encuadernación

Tapa Blanda

Dimensiones

23.4 x 15.6 x 2.2 cm

Peso

0.59 kg.

ISBN13

9789401059473

Categorías

Probabilidad y estadística
Matemáticas aplicadas
Física: mecánica de fluidos
Ingeniería: mecánica de fluidos aplicada

Limit Theorems for Random Fields with Singular Spectrum (en Inglés)

Nicolai Leonenko (Autor) · Springer · Tapa Blanda

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Reseña del libro "Limit Theorems for Random Fields with Singular Spectrum (en Inglés)"

This book is devoted to an investigation of the basic problems of the the- ory of random fields which are characterized by certain singular properties (e. g., unboundedness, or vanishing) of their spectral densities. These ran- dom fields are called, the random fields with singular spectrum, long-memory fields, random fields with long-range dependence, fields with slowly decaying correlations or strongly dependent random fields by various authors. This phenomenon has been observed empirically by many scientists long before suitable mathematical models were known. The methods and results differ significantly from the theory of weakly dependent random fields. The first chapter presents basic concepts of the spectral theory of random fields, some examples of random processes and fields with singular spectrum, Tauberian and Abelian theorems for the covariance function of singular ran- dom fields. In the second chapter limit theorems for non-linear functionals of random fields with singular spectrum are proved. Chapter 3 summarizes some limit theorems for geometric functionals of random fields with long-range dependence. Limit distributions of the solutions of Burgers equation with random data via parabolic and hyperbolic rescaling are presented in chapter 4. And chapter 5 presents some problems of statistical analysis of random fields with singular spectrum. I would like to thank the editor, Michiel Hazewinkel, for his support. I am grateful to the following students and colleagues: 1. Deriev, A. Olenko, K. Rybasov, L. Sakhno, M. Sharapov, A. Sikorskii, M. Silac-BenSic. I would also like to thank V.Anh, O. Barndorff-Nielsen, Yu. Belyaev, P.