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<図書>
Limit theorems for random fields with singular spectrum

責任表示 by Nikolai Leonenko
シリーズ Mathematics and its applications ; v. 465
データ種別 図書
出版者 Dordrecht ; Boston : Kluwer Academic Publishers
出版年 c1999
本文言語 英語
大きさ viii, 401 p. ; 25 cm
概要 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 spec...ral 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. Chapter 5 deals with some problems for statistical analysis of random fields with singular spectrum. 続きを見る

所蔵情報


理系図3F 数理独自 023211999003775 LEON/10/1 1999

書誌詳細

一般注記 Includes index
著者標目 *Leonenko, N. N.
件 名 LCSH:Random fields
LCSH:Limit theorems (Probability theory)
LCSH:Spectral theory (Mathematics)
分 類 LCC:QA274.45
DC21:519.2
書誌ID 1001392447
ISBN 0792356357
NCID BA40511916
巻冊次 ISBN:0792356357
登録日 2009.11.02
更新日 2009.11.02

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