Random Fields And Geometry
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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.
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.
Level Sets And Extrema Of Random Processes And Fields
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Author : Jean-Marc Azais
language : en
Publisher: John Wiley & Sons
Release Date : 2009-02-17
Level Sets And Extrema Of Random Processes And Fields written by Jean-Marc Azais and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-02-17 with Mathematics categories.
A timely and comprehensive treatment of random field theory with applications across diverse areas of study Level Sets and Extrema of Random Processes and Fields discusses how to understand the properties of the level sets of paths as well as how to compute the probability distribution of its extremal values, which are two general classes of problems that arise in the study of random processes and fields and in related applications. This book provides a unified and accessible approach to these two topics and their relationship to classical theory and Gaussian processes and fields, and the most modern research findings are also discussed. 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.
Stochastic Geometry
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Author : David Coupier
language : en
Publisher: Springer
Release Date : 2019-04-09
Stochastic Geometry written by David Coupier and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-04-09 with Mathematics categories.
This volume offers a unique and accessible overview of the most active fields in Stochastic Geometry, up to the frontiers of recent research. Since 2014, the yearly meeting of the French research structure GDR GeoSto has been preceded by two introductory courses. This book contains five of these introductory lectures. The first chapter is a historically motivated introduction to Stochastic Geometry which relates four classical problems (the Buffon needle problem, the Bertrand paradox, the Sylvester four-point problem and the bicycle wheel problem) to current topics. The remaining chapters give an application motivated introduction to contemporary Stochastic Geometry, each one devoted to a particular branch of the subject: understanding spatial point patterns through intensity and conditional intensities; stochastic methods for image analysis; random fields and scale invariance; and the theory of Gibbs point processes. Exposing readers to a rich theory, this book will encourage further exploration of the subject and its wide applications.
Random Fields For Spatial Data Modeling
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Author : Dionissios T. Hristopulos
language : en
Publisher: Springer Nature
Release Date : 2020-02-17
Random Fields For Spatial Data Modeling written by Dionissios T. Hristopulos and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-02-17 with Science categories.
This book provides an inter-disciplinary introduction to the theory of random fields and its applications. Spatial models and spatial data analysis are integral parts of many scientific and engineering disciplines. Random fields provide a general theoretical framework for the development of spatial models and their applications in data analysis. The contents of the book include topics from classical statistics and random field theory (regression models, Gaussian random fields, stationarity, correlation functions) spatial statistics (variogram estimation, model inference, kriging-based prediction) and statistical physics (fractals, Ising model, simulated annealing, maximum entropy, functional integral representations, perturbation and variational methods). The book also explores links between random fields, Gaussian processes and neural networks used in machine learning. Connections with applied mathematics are highlighted by means of models based on stochastic partial differential equations. An interlude on autoregressive time series provides useful lower-dimensional analogies and a connection with the classical linear harmonic oscillator. Other chapters focus on non-Gaussian random fields and stochastic simulation methods. The book also presents results based on the author’s research on Spartan random fields that were inspired by statistical field theories originating in physics. The equivalence of the one-dimensional Spartan random field model with the classical, linear, damped harmonic oscillator driven by white noise is highlighted. Ideas with potentially significant computational gains for the processing of big spatial data are presented and discussed. The final chapter concludes with a description of the Karhunen-Loève expansion of the Spartan model. The book will appeal to engineers, physicists, and geoscientists whose research involves spatial models or spatial data analysis. Anyone with background in probability and statistics can read at least parts of the book. Some chapters will be easier to understand by readers familiar with differential equations and Fourier transforms.
Stochastic And Integral Geometry
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Author : Rolf Schneider
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-09-08
Stochastic And Integral Geometry written by Rolf Schneider 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 2008-09-08 with Mathematics categories.
Stochastic geometry deals with models for random geometric structures. Its early beginnings are found in playful geometric probability questions, and it has vigorously developed during recent decades, when an increasing number of real-world applications in various sciences required solid mathematical foundations. Integral geometry studies geometric mean values with respect to invariant measures and is, therefore, the appropriate tool for the investigation of random geometric structures that exhibit invariance under translations or motions. Stochastic and Integral Geometry provides the mathematically oriented reader with a rigorous and detailed introduction to the basic stationary models used in stochastic geometry – random sets, point processes, random mosaics – and to the integral geometry that is needed for their investigation. The interplay between both disciplines is demonstrated by various fundamental results. A chapter on selected problems about geometric probabilities and an outlook to non-stationary models are included, and much additional information is given in the section notes.
Stochastic Geometry Spatial Statistics And Random Fields
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Author : Volker Schmidt
language : en
Publisher: Springer
Release Date : 2014-10-24
Stochastic Geometry Spatial Statistics And Random Fields written by Volker Schmidt and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-10-24 with Mathematics categories.
This volume is an attempt to provide a graduate level introduction to various aspects of stochastic geometry, spatial statistics and random fields, with special emphasis placed on fundamental classes of models and algorithms as well as on their applications, e.g. in materials science, biology and genetics. This book has a strong focus on simulations and includes extensive codes in Matlab and R which are widely used in the mathematical community. It can be seen as a continuation of the recent volume 2068 of Lecture Notes in Mathematics, where other issues of stochastic geometry, spatial statistics and random fields were considered with a focus on asymptotic methods.
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.?
An Introduction To The Geometry Of Stochastic Flows
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Author : Fabrice Baudoin
language : en
Publisher: World Scientific
Release Date : 2004
An Introduction To The Geometry Of Stochastic Flows written by Fabrice Baudoin and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Mathematics categories.
This book aims to provide a self-contained introduction to the local geometry of the stochastic flows associated with stochastic differential equations. It stresses the view that the local geometry of any stochastic flow is determined very precisely and explicitly by a universal formula referred to as the Chen-Strichartz formula. The natural geometry associated with the Chen-Strichartz formula is the sub-Riemannian geometry whose main tools are introduced throughout the text. By using the connection between stochastic flows and partial differential equations, we apply this point of view of the study of hypoelliptic operators written in Hormander's form.