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Invariant Random Fields on Spaces with a Group Action [electronic resource] / by Anatoliy Malyarenko.

By: Malyarenko, Anatoliy [author.].
Contributor(s): SpringerLink (Online service).
Material type: materialTypeLabelBookSeries: Probability and Its Applications: Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013Description: XVII, 261 p. online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9783642334061.Subject(s): Mathematics | Distribution (Probability theory) | Mathematics | Probability Theory and Stochastic Processes | Mathematical Applications in the Physical Sciences | CosmologyDDC classification: 519.2 Online resources: Click here to access online
Contents:
1.Introduction -- 2.Spectral Expansions -- 3.L2 Theory of Invariant Random Fields -- 4.Sample Path Properties of Gaussian Invariant Random Fields -- 5.Applications -- A.Mathematical Background -- References -- Index.
In: Springer eBooksSummary: The author describes the current state of the art in the theory of invariant random fields. This theory is based on several different areas of mathematics, including probability theory, differential geometry, harmonic analysis, and special functions. The present volume unifies many results scattered throughout the mathematical, physical, and engineering literature, as well as it introduces new results from this area first proved by the author. The book also presents many practical applications, in particular in such highly interesting areas as approximation theory, cosmology and earthquake engineering. It is intended for researchers and specialists working in the fields of stochastic processes, statistics, functional analysis, astronomy, and engineering.           
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1.Introduction -- 2.Spectral Expansions -- 3.L2 Theory of Invariant Random Fields -- 4.Sample Path Properties of Gaussian Invariant Random Fields -- 5.Applications -- A.Mathematical Background -- References -- Index.

The author describes the current state of the art in the theory of invariant random fields. This theory is based on several different areas of mathematics, including probability theory, differential geometry, harmonic analysis, and special functions. The present volume unifies many results scattered throughout the mathematical, physical, and engineering literature, as well as it introduces new results from this area first proved by the author. The book also presents many practical applications, in particular in such highly interesting areas as approximation theory, cosmology and earthquake engineering. It is intended for researchers and specialists working in the fields of stochastic processes, statistics, functional analysis, astronomy, and engineering.           

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