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Limit Theorems for Random Fields with Singular Spectrum by Nikolai Leonenko (auth.) is a nonfiction available to read on EtoBox.

What is Limit Theorems for Random Fields with Singular Spectrum about?

This book presents limit theorems for nonlinear functionals of random fields with singular spectrum on the basis of various asymptotic expansions. The first chapter treats basic concepts of the spectral theory of random fields, some important examples of random processes and fields with singular spectrum, and Tauberian and Abelian theorems for covariance function of long-memory random fields. Chapter 2 is devoted to limit theorems for spherical averages of nonlinear transformations of Gaussian and chi-square random fields. Chapter 3 summarises some limit theorems for geometric type functionals of random fields. Limit theorems for the solutions of Burgers' equation with random data via parabolic and hyperbolic rescaling are demonstrated in Chapter 4. Lastly, Chapter 5 deals with some problems for statistical analysis of random fields with singular spectrum. Audience: This book will be of interest to mathematicians who use random fields in engineering or other applications.

Who reads Limit Theorems for Random Fields with Singular Spectrum?

Author

Nikolai Leonenko (auth.)

Publisher

Springer Netherlands : Imprint : Springer

Published

1999

Language

EN

ISBN

9789401146074

Category

nonfiction

Subjects

Science, Mathematics, Stem