Isotropic Gaussian Random Fields On The Sphere

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Isotropic Gaussian Random Fields On The Sphere

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Author : Annika Lang
language : en
Publisher:
Release Date : 2013

Isotropic Gaussian Random Fields On The Sphere written by Annika Lang and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with categories.

Random Fields On The Sphere

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Author : Domenico Marinucci
language : en
Publisher: Cambridge University Press
Release Date : 2011-08-25

Random Fields On The Sphere written by Domenico Marinucci and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-08-25 with Mathematics categories.

The authors present a comprehensive analysis of isotropic spherical random fields, with a view towards applications in cosmology. Any mathematician or statistician interested in these applications, especially the booming area of cosmic microwave background (CMB) radiation data analysis, will find the mathematical foundation they need in this book.

Isotropic Gaussian Random Fields On The Sphere Regularity Fast Simulation And Stochastic Partial Differential Equations

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Author : Annika Lang
language : en
Publisher:
Release Date : 2014

Isotropic Gaussian Random Fields On The Sphere Regularity Fast Simulation And Stochastic Partial Differential Equations written by Annika Lang and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with categories.

Algorithms For The Simulation Isotropic Gaussian Random Fields On The Sphere

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Author : Ruben Scherrer
language : en
Publisher:
Release Date : 2022

Algorithms For The Simulation Isotropic Gaussian Random Fields On The Sphere written by Ruben Scherrer and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022 with categories.

Gaussian Markov Random Fields

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Author : Havard Rue
language : en
Publisher: CRC Press
Release Date : 2005-02-18

Gaussian Markov Random Fields written by Havard Rue and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-02-18 with Mathematics categories.

Gaussian Markov Random Field (GMRF) models are most widely used in spatial statistics - a very active area of research in which few up-to-date reference works are available. This is the first book on the subject that provides a unified framework of GMRFs with particular emphasis on the computational aspects. This book includes extensive case-studie

The Geometry Of Random Fields

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Author : Robert J. Adler
language : en
Publisher: SIAM
Release Date : 2010-01-28

The Geometry Of Random Fields written by Robert J. Adler and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-01-28 with Mathematics categories.

An important treatment of the geometric properties of sets generated by random fields, including a comprehensive treatment of the mathematical basics of random fields in general. It is a standard reference for all researchers with an interest in random fields, whether they be theoreticians or come from applied areas.

Random Fields And Geometry

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Author : R. J. Adler
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-01-29

Random Fields And Geometry written by R. J. Adler and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-01-29 with Mathematics categories.

This monograph is devoted to a completely new approach to geometric problems arising in the study of random fields. The groundbreaking material in Part III, for which the background is carefully prepared in Parts I and II, is of both theoretical and practical importance, and striking in the way in which problems arising in geometry and probability are beautifully intertwined. "Random Fields and Geometry" will be useful for probabilists and statisticians, and for theoretical and applied mathematicians who wish to learn about new relationships between geometry and probability. It will be helpful for graduate students in a classroom setting, or for self-study. Finally, this text will serve as a basic reference for all those interested in the companion volume of the applications of the theory.

Analyticity And Sparsity In Uncertainty Quantification For Pdes With Gaussian Random Field Inputs

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Author : Dinh Dũng
language : en
Publisher: Springer Nature
Release Date : 2023-10-13

Analyticity And Sparsity In Uncertainty Quantification For Pdes With Gaussian Random Field Inputs written by Dinh Dũng and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-10-13 with Mathematics categories.

The present book develops the mathematical and numerical analysis of linear, elliptic and parabolic partial differential equations (PDEs) with coefficients whose logarithms are modelled as Gaussian random fields (GRFs), in polygonal and polyhedral physical domains. Both, forward and Bayesian inverse PDE problems subject to GRF priors are considered. Adopting a pathwise, affine-parametric representation of the GRFs, turns the random PDEs into equivalent, countably-parametric, deterministic PDEs, with nonuniform ellipticity constants. A detailed sparsity analysis of Wiener-Hermite polynomial chaos expansions of the corresponding parametric PDE solution families by analytic continuation into the complex domain is developed, in corner- and edge-weighted function spaces on the physical domain. The presented Algorithms and results are relevant for the mathematical analysis of many approximation methods for PDEs with GRF inputs, such as model order reduction, neural network and tensor-formatted surrogates of parametric solution families. They are expected to impact computational uncertainty quantification subject to GRF models of uncertainty in PDEs, and are of interest for researchers and graduate students in both, applied and computational mathematics, as well as in computational science and engineering.

Random Fields

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Author : Erik Vanmarcke
language : en
Publisher: World Scientific
Release Date : 2010

Random Fields written by Erik Vanmarcke and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Mathematics categories.

Random variation is a fact of life that provides substance to a wide range of problems in the sciences, engineering, and economics. There is a growing need in diverse disciplines to model complex patterns of variation and interdependence using random fields, as both deterministic treatment and conventional statistics are often insufficient. An ideal random field model will capture key features of complex random phenomena in terms of a minimum number of physically meaningful and experimentally accessible parameters. This volume, a revised and expanded edition of an acclaimed book first published by the M I T Press, offers a synthesis of methods to describe and analyze and, where appropriate, predict and control random fields. There is much new material, covering both theory and applications, notably on a class of probability distributions derived from quantum mechanics, relevant to stochastic modeling in fields such as cosmology, biology and system reliability, and on discrete-unit or agent-based random processes.Random Fields is self-contained and unified in presentation. The first edition was found, in a review in EOS (American Geophysical Union) to be ?both technically interesting and a pleasure to read ? the presentation is clear and the book should be useful to almost anyone who uses random processes to solve problems in engineering or science ? and (there is) continued emphasis on describing the mathematics in physical terms.?

Simulation Of Stochastic Processes With Given Accuracy And Reliability

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Author : Yuriy V. Kozachenko
language : en
Publisher: Elsevier
Release Date : 2016-11-22

Simulation Of Stochastic Processes With Given Accuracy And Reliability written by Yuriy V. Kozachenko and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-22 with Mathematics categories.

Simulation has now become an integral part of research and development across many fields of study. Despite the large amounts of literature in the field of simulation and modeling, one recurring problem is the issue of accuracy and confidence level of constructed models. By outlining the new approaches and modern methods of simulation of stochastic processes, this book provides methods and tools in measuring accuracy and reliability in functional spaces. The authors explore analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes and Cox processes. Methods of simulation of stochastic processes and fields with given accuracy and reliability in some Banach spaces are also considered. - Provides an analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes - Contains information on the study of the issue of accuracy and confidence level of constructed models not found in other books on the topic - Provides methods and tools in measuring accuracy and reliability in functional spaces