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The Geometry of Random Fields

The Geometry of Random Fields

The Geometry of Random Fields

Robert J. Adler , Technion - Israel Institute of Technology, Haifa
January 2010
This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.
Paperback
9780898716931

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    Originally published in 1981, The Geometry of Random Fields remains an important text for its coverage and exposition of the theory of both smooth and non-smooth random fields; closed form expressions for various geometric characteristics of the excursion sets of smooth, stationary, Gaussian random fields over N-dimensional rectangles; descriptions of the local behavior of random fields in the neighborhoods of high maxima; and a treatment of the Markov property for Gaussian fields. The Geometry of Random Fields is essential reading for researchers in probability and statistics, with no prior knowledge of geometry required. Since the book was originally published it has become a standard reference in areas of physical oceanography, cosmology, and neuroimaging. It is written at a level accessible to nonspecialists, including advanced undergraduates and early graduate students.

    • Self-contained classic text on the theory of smooth and non-smooth random fields
    • Accessible to readers who are specialists in neither probability nor geometry
    • Covers both smooth and non-smooth fields, whereas other books on the subject tend to treat only one of the two scenarios

    Product details

    January 2010
    Paperback
    9780898716931
    184 pages
    230 × 152 × 19 mm
    0.484kg
    This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.

    Table of Contents

    • Preface to the Classics edition
    • Preface
    • Corrections and comments
    • 1. Random fields and excursion sets
    • 2. Homogeneous fields and their spectra
    • 3. Sample function regularity
    • 4. Geometry and excursion characteristics
    • 5. Some expectations
    • 6. Local maxima and high-level excursions
    • 7. Some non-Gaussian fields
    • 8. Sample function erraticism and Hausdorff dimension
    • Appendix. The Markov property for Gaussian fields
    • References
    • Author index
    • Subject index.
      Author
    • Robert J. Adler , Technion - Israel Institute of Technology, Haifa

      Robert Adler holds the Louis and Samuel Seiden Academic Chair at the Technion - Israel Institute of Technology in Haifa where he has a joint appointment between the Faculty of Industrial Engineering and Management and the Faculty of Electrical Engineering. He holds degrees from Sydney University (BSc), the Australian National University (MSc) and the University of New South Wales (PhD).