Random Fields: Analysis And Synthesis (Revised And Expanded New Edition)
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A01=Erik Vanmarcke
Author_Erik Vanmarcke
Category=PBWL
Decision Sciences
Econometrics
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Growth Processes
Heterogeneous Media
Quantum Physics
Random Fields
Random Media
Scale of Fluctuation
Spatial Variation
Stochastic Models
Product details
- ISBN 9789812563538
- Publication Date: 22 Jul 2010
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Paperback
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Random variation is a fact of life that provides substance to a wide range of problems in the sciences, engineering, and economics. There is a growing need in diverse disciplines to model complex patterns of variation and interdependence using random fields, as both deterministic treatment and conventional statistics are often insufficient. An ideal random field model will capture key features of complex random phenomena in terms of a minimum number of physically meaningful and experimentally accessible parameters. This volume, a revised and expanded edition of an acclaimed book first published by the M I T Press, offers a synthesis of methods to describe and analyze and, where appropriate, predict and control random fields. There is much new material, covering both theory and applications, notably on a class of probability distributions derived from quantum mechanics, relevant to stochastic modeling in fields such as cosmology, biology and system reliability, and on discrete-unit or agent-based random processes.Random Fields is self-contained and unified in presentation. The first edition was found, in a review in EOS (American Geophysical Union) to be “both technically interesting and a pleasure to read … the presentation is clear and the book should be useful to almost anyone who uses random processes to solve problems in engineering or science … and (there is) continued emphasis on describing the mathematics in physical terms.”
