Vanmarcke, Eric 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. Reviewer: Nikolai N. Leonenko (Cardiff) Cited in 1 ReviewCited in 39 Documents 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 Keywords:random fields; spectral analysis; local average processes; second-order analysis; correlation structures Citations:Zbl 1206.60051 PDFBibTeX XMLCite \textit{E. Vanmarcke}, Random fields. Analysis and synthesis. 2nd revised and expanded ed. Hackensack, NJ: World Scientific (2010; Zbl 1220.60030) Full Text: DOI