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Авторизация |
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Поиск по указателям |
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Adler R.J. — Geometry of random fields |
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Предметный указатель |
-field 4 253
-coverings 189
-upcrossings 166
Additivity 4
Adler, R.J. 98 107 122 167 181 194 203 215 222 250
Admissible functions 87 88
Ahuja, N. 4
Aitken, A.C. 111
Amplitude 32
Apostol, T.M. 92 102
Applications of fields 1—4
Arc length 20 139
Archard, J.F. 4
Asymptotic formulae, for exceedence probabilities 68 160—165
Asymptotic formulae, for excursion characteristics 135—136
Asymptotic formulae, for maxima 133
Basic complexes 71—75
Basic complexes and excursion sets 81
basics 71—74 81
Batchelor, G.K. 4
Belyaev, Yu.K. 45 47 60 107 147 160 163 166 198
Berman, S.M. 38 201 215 222 224 237
Bessel function 35—36 217
Bickel, P. 162 163 165
Billingsley, P. 190 191
Bjoernham, A. 69
Blake, I.F. 67
Blaschke, W. 140
Blumenthal, R.M. 221
Bochner, S. 25
Bolotin, V.V. 21 163
Borel — Cantelli lemma 12 49 240
Brownian motion 184 254
Brownian motion, Levy (isotropic) 20 244 250 251 256—257
Brownian sheet 184—186 242 244 251—252
Brownian sheet, dimension results 247 250
Brownian sheet, Hoelder conditions 247
Brownian sheet, local time 249—250
Brownian sheet, maximum of 165
Brownian sheet, vector valued 251
Bulinskaya, E.V. 41 67
Byrd, P.F. 128
Cabana, E.M. 165 166
Cairns, S. 85 87
Cairoli, R. 245 249
Cambanis, S. 199
Cameron, M.A. 4
Cantor set 188 233
Cantor set, dimension of 191
Capacity 195—196
Capacity dimension 197
Carleson, L. 196 197
Cartier, P. 261
Cartwright, D.E. 4
Cauchy Schwartz inequality 8
Characteristic function 10
Characteristic function, integrable 224
Characteristic function, inversion of 11
Characteristic function, square integrable 224
Chay, S.C. 255
Chi-squared field 168 178
Chi-squared field, covariance function of 169
Chi-squared field, derivatives of 170
Chi-squared field, excursions of 170 176 178
Chi-squared variable 55 169
Conditional field 149 152 157
Conditional probability 6 7 142 150
Consistency condition 14
Continued fractions 191
Continuity 25
Continuity, almost sure 25—26 57
Continuity, conditions for 48 50 57 59—65
Continuity, mean square 26
Continuity, modulus of 41—43 58 60
Continuity, theorem 12
Convergence in mean 10
Convergence in mean square 10
Convergence in probability 10
Convergence, almost sure 6 10
Convergence, dominated 8
Convergence, monotone 8
Convergence, mutual 10
Convergence, theorems 10—12 69
Convergence, weak 10 217
Convex function 9 53
Copson, E.T. 63
Correlation 8
Covariance 8
Covariance, function 17 23 169
Covariance, matrix 16
Cramer, H. 4 22 28 41 67 68 101 142 145 146 161 162 181 182 224
Cressie, N. 159
Critical points 41 86 155 219
Critical points, index of 87
Critical points, mean number of 124 129
Critical points, non-degenerate 86
Curvature 138
Cuzick, J. 69 193 194 203 214 215 219
Dalenius, T. 38
Davis, R.W. 159
Davydov, Y. 249
De Mare, J. 156
Degenerate variables 11
Delporte, J. 64
Differentiability, almost sure 26
Differentiability, mean square 27
Differential geometry 21
Differential topology 21 85
Diffusion processes 254
Distribution function 5
Distribution function, conditional 7
Distribution function, joint 6
Doob, J.L. 14 52 254
DT characteristic 90
DT characteristic, mean value 93 97 105 111 112 170—172 182
DT characteristic, properties of 90—92
DT characteristic, relation to maxima 135—136
Dudley, R.M. 58 60
Eigenfunction 51
Eigenfunction, expansion 50 52 58
Eigenvalue 51
Eilenberg, S. 85
Elliptic integrals 128
Energy integrals 195
Energy integrals and dimension 196 197
entropy 58 191
Envelope 181—183
Equivalent fields 14 15
Equivalent variables 6
Erdelyi, A. 37
Ergodic fields 142—146 212 215
Ergodic theorem 143
Ergodicity 142—146
Ergodicity and excursion characteristics 144—145
Ergodicity, conditions for 145—146
Erraticism 187 192 203 227
Euclidean space 5
Euler characteristic 86—87 89
Euler characteristic and type numbers 88
Events 5
Exceedence probability 68 159 160 162—166 255
Excursion characteristic 66 122 216 see
Excursion set 2 17 66 70 81 186
Excursion set above high levels 117 156—158 161
Excursion set, area of 18 19 167
Excursion set, boundary of 20 138 186
Excursion set, shape of function over 141
Expectation 7 8
Fatou's lemma 8
Feller, W. 117 254
| Fernique, X. 58 160
Finite-dimensional (fi-di) distribution 13 150 152 169
Fixed point theorem 101 104 108
Friedman, M.D. 128
Frostman, O. 196
Garsia, A. 52
Gauss — Markov process 253 254
Gaussian, density 16
Gaussian, field 15—17
Gaussian, variable 15—17
Geman, D. 166 203 221 222 229
Generalized process 261
Getoor, R.K. 4 22 28
Gihman, I.J. 165
Goodman, V. 4
Greenwood, J.A. 4
Grenander, U. 145
Hadwiger characteristic 73—75
Hadwiger characteristic, examples 76
Hadwiger characteristic, iterative formulation 75
Hadwiger, H. 71
Hajek, J. 38
Half-spectral representation 179—180
Halling, J. 4
Harbaugh, J.W. 4
Hardy, G.H. 63
Hasofer, A.M. 69 98 107 161 169
Hausdorff dimension 187 188—191 203—215 216
Hausdorff dimension and capacity 195
Hausdorff dimension of Cantor set 191
Hausdorff dimension of graphs 191 193 197 204
Hausdorff dimension of images 191 193 197 204
Hausdorff dimension of level sets 191 194 206 211 212 214 220 230 231 242 250
Hausdorff dimension of smooth surfaces 190
Hausdorff dimension, bounds on 193 194 196 197 230 231
Hausdorff, F. 187 191
Hawkes, J. 215
Hilbert transform 181
Hoelder condition 192—193 227 239 247
Hoelder condition and dimension 193 194
Hoelder condition, failure of 228 229
Hoelder inequality 9
Homogeneity 15 22 23
Homogeneity of Gaussian fields 24
Homogeneity, second order 24
Homogeneity, strict 15 23 142—143
Homogeneity, wide sense 24
Homogeneous increments 195 201 244
Horowitz, J. 203 221 222 229
Hunt, G.A. 64
IG characteristic 77—79
IG characteristic, approximation to 117—121
IG characteristic, example of 78
IG characteristic, mean value of 93 115—117 172 182
IG characteristic, point set representation of 83—84
IG characteristic, properties of 90—91
Implicit function theorem 80
Independent, events 6
Independent, increments 245
Independent, variables 6 7
Index, of a critical point 87
Index, of a matrix 89
Index- fields 187 220 202 203—215 239 242 244 247
Integrable variables 8
Integral equation 50
Integral geometry 20 21 71
Integration, mean square 27—29
Invariant sets 143
Inverse mapping theorem 79 96
Inversion formula 11 180
Isotropy 33 38 122 130 132 256
Isotropy and spectrum 35
Ito, K. 67
Ivanov, V.A. 67
Jadrenko, M.I. see "Yadrenko M.I."
Jain, N.C. 199
Jamison, B. 255
Jensen's inequality 9 55
Judickaja, P.J.1 66
Kac, M. 67 142
Kahane, J-P. 9 193 194 203 215
Kallenberg, O. 146
Kallianpur, G. 199 261
Kametani, S. 197
Karhunen — Loeve expansion 50 57—58 199 215
Kendall, M.G. 19 20
Kendall, W.S. 251
Khintchine, Y.A. 147
Kinsman, B. 4
Klein, R. 214
Kolmogorov conditions 14 15 23
Kono, N. 166
Kotani, S. 261
Kozacenko, Ju.V. 47
L boundary 261
L-Markov field 261
Laha, R.G. 11
Landau, H.J. 160
Landkof, N.S. 207
Leadbetter, M.R. 4 22 28 41 67 68 69 101 142 145 146 147 159 163 181 182
Lebesgue measure 18
Legendre, A.M. 128
Level crossings 67 70
Level sets, disconnected 251—252 see
Level sets, nowhere dense 233
Levy Brownian motion see "Brownian motion-Levy"
Levy, P. 201 221 256
Limit in mean 10
Limit, inferior 6 12
Limit, superior 6 12
Limit, theorems 11 12
Lin, Y.K. 108
Lindgren, G. 69 122 148 150 155 156 159 163 169
Lindsey, W.C. 67
Lipschitz condition 192
Littlewood, J.E. 63
Local growth 198—199 202 228—229
Local integrability 260
Local non-determinism 236 237 249
Local time 220—241 249
Local time and erraticism 227 230
Local time of random fields 234—241
Local time, continuity of 222 225 227 229 239 250
Local time, examples of 226
Local time, square integrable 225
Local time, versions of 222
Longuet-Higgins, M.S. 4 107 122
Lower functions 166
LT functions 222 224
Lukacs, E. 11
Malevich, T.L. 69 107
Mandelbrot, B.B. 3 4 244
Mandrekar, V. 261
Manifolds 86—87
Marcus, M.B. 62 63 67 160 166 215
Markov, field 253—261
Markov, inequality 9 61 149 240
Markov, process 221 254
Markov, property of order k 256
Martingale 245
Maruyama, G. 145
Matern, B. 4 34
Matheron, G. 71
Maximum, global 123 159—166
Maximum, local 122 147 158 230
Maximum, mean number of 122—136 150 176
Maximum, structure of 147 154—158
McKean, H.P. 257 258
Mean function 18 23 24
Mean value theorem 102
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