Random fields and geometry

This monograph is devoted to a completely new approach to geometric problems arising in the study of random fields. The groundbreaking material in Part III, for which the background is carefully prepared in Parts I and II, is of both theoretical and practical importance, and striking in the way in w...

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Detalles Bibliográficos
Autor principal: Adler, Robert J. (-)
Otros Autores: Taylor, Jonathan E.
Formato: Libro electrónico
Idioma:Inglés
Publicado: New York : Springer c2007.
Edición:1st ed. 2007.
Colección:Springer monographs in mathematics ; 115.
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009462910206719
Descripción
Sumario:This monograph is devoted to a completely new approach to geometric problems arising in the study of random fields. The groundbreaking material in Part III, for which the background is carefully prepared in Parts I and II, is of both theoretical and practical importance, and striking in the way in which problems arising in geometry and probability are beautifully intertwined. The three parts to the monograph are quite distinct. Part I presents a user-friendly yet comprehensive background to the general theory of Gaussian random fields, treating classical topics such as continuity and boundedness, entropy and majorizing measures, Borell and Slepian inequalities. Part II gives a quick review of geometry, both integral and Riemannian, to provide the reader with the material needed for Part III, and to give some new results and new proofs of known results along the way. Topics such as Crofton formulae, curvature measures for stratified manifolds, critical point theory, and tube formulae are covered. In fact, this is the only concise, self-contained treatment of all of the above topics, which are necessary for the study of random fields. The new approach in Part III is devoted to the geometry of excursion sets of random fields and the related Euler characteristic approach to extremal probabilities. "Random Fields and Geometry" will be useful for probabilists and statisticians, and for theoretical and applied mathematicians who wish to learn about new relationships between geometry and probability. It will be helpful for graduate students in a classroom setting, or for self-study. Finally, this text will serve as a basic reference for all those interested in the companion volume of the applications of the theory. These applications, to appear in a forthcoming volume, will cover areas as widespread as brain imaging, physical oceanography, and astrophysics.
Notas:Description based upon print version of record.
Descripción Física:1 online resource (464 p.)
Bibliografía:Includes bibliographical references (p. [435]-442) and indexes.
ISBN:9781281986337
9786611986339
9780387481166