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Limit Theorems for Random Fields with Singular Spectrum : Mathematics & Its Applications (Numbered Hardcover) - N. N. Leonenko

Limit Theorems for Random Fields with Singular Spectrum

Mathematics & Its Applications (Numbered Hardcover)

Hardcover

Published: 29th November 2010
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  • Paperback View Product Published: 13th October 2012
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This book presents limit theorems for nonlinear functionals of random fields with singular spectrum on the basis of various asymptotic expansions. The first chapter treats basic concepts of the spectral theory of random fields, some important examples of random processes and fields with singular spectrum, and Tauberian and Abelian theorems for covariance function of long-memory random fields. Chapter 2 is devoted to limit theorems for spherical averages of nonlinear transformations of Gaussian and chi-square random fields. Chapter 3 summarises some limit theorems for geometric type functionals of random fields. Limit theorems for the solutions of Burgers' equation with random data via parabolic and hyperbolic rescaling are demonstrated in Chapter 4. Chapter 5 deals with some problems for statistical analysis of random fields with singular spectrum.

Second-Order Analysis of Random Fieldsp. 1
Limit Theorems for Non-Linear Transformations of Random Fieldsp. 105
Asymptotic Distributions of Geometric Functionals of Random Fieldsp. 137
Limit Theorems for Solutions of the Burgers' Equation with Random Datap. 211
Statistical Problems for Random Fields with Singular Spectrump. 275
Commentsp. 350
Bibliographyp. 357
Indexp. 394
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9780792356356
ISBN-10: 0792356357
Series: Mathematics & Its Applications (Numbered Hardcover)
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 406
Published: 29th November 2010
Publisher: SPRINGER VERLAG GMBH
Country of Publication: NL
Dimensions (cm): 23.39 x 15.6  x 2.39
Weight (kg): 0.76