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Multiparameter Processes Davar Khoshnevisan

Multiparameter Processes By Davar Khoshnevisan

Multiparameter Processes by Davar Khoshnevisan


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Summary

Self-contained presentation: from elementary material to state-of-the-art research; Much of the theory in book-form for the first time; Connections are made between probability and other areas of mathematics, engineering and mathematical physics

Multiparameter Processes Summary

Multiparameter Processes: An Introduction to Random Fields by Davar Khoshnevisan

Self-contained presentation: from elementary material to state-of-the-art research; Much of the theory in book-form for the first time; Connections are made between probability and other areas of mathematics, engineering and mathematical physics

Multiparameter Processes Reviews

From the reviews:

This book presents an updated and comprehensible account on the theory of multiparameter stochastic processes. ... This book is certainly a basic reference for subjects like multiparameter martingales and potential theory for the Brownian sheet and several Markov processes. It can be useful for researchers who would like to learn the basis and recent developments of these subjects. The book is self-contained ... . In spite of the technical character of the subject, reading this book is a very pleasant and enriching experience. (David Nualart, Mathematical Reviews, Issue 2004 a)

This book aims to construct a general framework for the analysis of a large class of random fields, also known as multiparameter processes. A great part of one-parameter theory is also included, with the goal to keep the book self-contained. ... The book contains a lot of supplementary exercises, extended theoretical appendices and is useful both for highly qualified specialists and for advanced graduate students. (Yu. S. Mishura, Zentralblatt Math, Vol. 1005, 2003)

The present book is the first one presenting a general treatment of random fields. ... The book can be recommended not only to probabilists but to anyone interested in the applications of probability within other areas of mathematics, particularly in analysis. (P. Revesz, Internationale Mathematische Nachrichten, Vol. 57 (192), 2003)

Table of Contents

DISCRETE-PARAMETER RANDOM FIELDS * Discrete Parameter Martingales * Two Applications in Analysis * Random Walks * Multiparameter Walks * Gaussian Random Walks * Limit Theorems; CONTINUOUS-PARAMETER RANDOM FIELDS * Continuous Parameter Martingales * Constructing Markov Processes * Generation of Markov Processes * Probabilistic Potential Theory * Multiparameter Markov Processes * Brownian Sheet and Potential Theory; APPENDICES * Kolmogorov's Consistency Theorem * Laplace Transforms * Hausdorff Dimensions and Measures * Energy and Capacity

Additional information

NPB9780387954592
9780387954592
0387954597
Multiparameter Processes: An Introduction to Random Fields by Davar Khoshnevisan
New
Hardback
Springer-Verlag New York Inc.
2002-07-10
584
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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