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Random fields. Analysis and synthesis. 2nd revised and expanded ed. (English) Zbl 1220.60030

Hackensack, NJ: World Scientific (ISBN 978-981-256-297-5/hbk; 978-981-256-353-8/pbk; 978-981-4307-59-8/ebook). xi, 350 p. (2010).
This book is devoted to an investigation of the basic problems of homogeneous random fields: fundamental of analysis of random fields; second-order analysis; space-time correlation structures; level crossings and extremes; local average processes; multidimensional local average processes; stochastic finite element analysis; statistics of high-level excursions and extremes.
Both specialists in the theory of random fields and scientists working in related areas that utilize this theory will no doubt find a great deal of new and useful information in this book.

MSC:

60G60 Random fields
62M40 Random fields; image analysis
60G05 Foundations of stochastic processes
60G10 Stationary stochastic processes
60G70 Extreme value theory; extremal stochastic processes
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15 Inference from stochastic processes and spectral analysis
60G12 General second-order stochastic processes

Citations:

Zbl 1206.60051
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