20% off all books with the code: BOOKS
  • check 10+ million books
  • check New arrivals every day
  • check Trusted by 1M+ customers
  • check Great prices & discounts
  • check Shipping across Europe

Limit Theorems for Random Fields with Singular Spectrum - Nicolai Leonenko

English
1999-02-28
€167.17 €208.96

-20% with code BOOKS

In stock at our supplier

Shipping in 22-28 days

30-day return policy

This book is devoted to an investigation of the basic problems of the the­ ory of random fields which are characterized by certain singular properties (e. g., unboundedness, or vanishing) of their spectral densities. These ran­ dom fields are called, the random fields with singular spectrum, long-memory fields, random fields with long-range dependence, fields with slowly decaying correlations or strongly de ... Full description

You May Also Like

Description

This book is devoted to an investigation of the basic problems of the the­ ory of random fields which are characterized by certain singular properties (e. g., unboundedness, or vanishing) of their spectral densities. These ran­ dom fields are called, the random fields with singular spectrum, long-memory fields, random fields with long-range dependence, fields with slowly decaying correlations or strongly dependent random fields by various authors. This phenomenon has been observed empirically by many scientists long before suitable mathematical models were known. The methods and results differ significantly from the theory of weakly dependent random fields. The first chapter presents basic concepts of the spectral theory of random fields, some examples of random processes and fields with singular spectrum, Tauberian and Abelian theorems for the covariance function of singular ran­ dom fields. In the second chapter limit theorems for non-linear functionals of random fields with singular spectrum are proved. Chapter 3 summarizes some limit theorems for geometric functionals of random fields with long-range dependence. Limit distributions of the solutions of Burgers equation with random data via parabolic and hyperbolic rescaling are presented in chapter 4. And chapter 5 presents some problems of statistical analysis of random fields with singular spectrum. I would like to thank the editor, Michiel Hazewinkel, for his support. I am grateful to the following students and colleagues: 1. Deriev, A. Olenko, K. Rybasov, L. Sakhno, M. Sharapov, A. Sikorskii, M. Silac-BenSic. I would also like to thank V.Anh, O. Barndorff-Nielsen,Yu. Belyaev, P.

More Information

Author Nicolai Leonenko
Publisher Springer
Release year 1999
Cover type Hardcover
EAN 9780792356356
Write Your Own Review
You're reviewing: Limit Theorems for Random Fields with Singular Spectrum
Your Rating:

Goodreads Reviews

€167.17 €208.96