Azais, Jean-Marc
Level Sets and Extrema of Random Processes and Fields
The authors begin with an introduction to the basic concepts of stochastic processes, including a modern review of Gaussian fields and their classical inequalities. Subsequent chapters are devoted to Rice formulas, regularity properties, and recent results on the tails of the distribution of the maximum. Finally, applications of random fields to various areas of mathematics are provided, specifically to systems of random equations and condition numbers of random matrices.
Throughout the book, applications are illustrated from various areas of study such as statistics, genomics, and oceanography while other results are relevant to econometrics, engineering, and mathematical physics. The presented material is reinforced by end-of-chapter exercises that range in varying degrees of difficulty. Most fundamental topics are addressed in the book, and an extensive, up-to-date bibliography directs readers to existing literature for further study.
Level Sets and Extrema of Random Processes and Fields is an excellent book for courses on probability theory, spatial statistics, Gaussian fields, and probabilistic methods in real computation at the upper-undergraduate and graduate levels. It is also a valuable reference for professionals in mathematics and applied fields such as statistics, engineering, econometrics, mathematical physics, and biology.
Nyckelord: Gaussian processes, level sets, extrema of random processes, systems of equations, condition numbers, algorithm complexity, Rice formulas, statistics, thresholds in statistics, stochastic process, random process, probability, mathematical statistics, numerical analysis, and algorithmic complexity
- Författare
- Azais, Jean-Marc
- Wschebor, Mario
- Utgivare
- John Wiley and Sons, Inc.
- Utgivningsår
- 2009
- Språk
- en
- Utgåva
- 1
- Sidantal
- 416 sidor
- Kategori
- Naturvetenskaper
- Format
- E-bok
- eISBN (PDF)
- 9780470434635