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Название: The Geometry of Random Fields
Автор: ROBERT J. ADLER
Аннотация:
This book deals primarily with the sample function behaviour of Gaussian,
and related, random fields; i.e. stochastic processes whose arguments vary in a
continuous fashion over some subset of N-dimensional Euclidean space.
The problems that arise in describing this behaviour in the multiparameter
setting are qualitatively different to those covered by the one-dimensional
theory. Indeed, most of the really interesting problems are of a geometrical
nature, and actually disappear in the simple case. The purpose of this book is to
collect within one cover most of the contents of the substantial literature
devoted to the sample function analysis of random fields, including a reasonably
full and self-contained account of the geometry needed for its understanding.