Level sets and extrema of random processes and fields

This book focuses on the study of two related subjects: level sets and the extremes of random processes (mainly for Gaussian processes) and fields whose trajectories are sufficiently smooth. Random fields appear as a very powerful tool for modeling random phenomena, and the authors have developed tools that permit the calculation of powers or thresholds of tests in statistics. These applied topics and tools are new and previously unpublished. The theory of stochastic processes can be used to study a vast diversity of problems in the natural sciences in which randomness is required as a component to describe phenomena. This book considers two general classes of problems that arise when studying random models: understanding the properties of the level sets of the paths, and studying and computing the distribution function of the random variable. The book also includes applications of random fields methods to other areas of mathematics, especially to systems of equations and condition numbers. This isa new field, even though some of the problems it considers are quite old, andit has become a very important theme that intertwines different branches of mathematics. One of the goals of the book is to help readers understand algorithm complexity via the randomization of the problems in which the algorithms are designed to solve.

• ISBN: 978-0-470-40933-6
• Editorial: John Wiley & Sons
• Encuadernacion: Cartoné
• Páginas: 393
• Fecha Publicación: 27/03/2009
• Nº Volúmenes: 1
• Idioma: Inglés