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Limit Theorems for Random Fields with Singular Spectrum
N. N. Leonenko
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Description for Limit Theorems for Random Fields with Singular Spectrum
Hardback. Presents limit theorems for nonlinear functionals of random fields with singular spectrum on the basis of various asymptotic expansions. Topics include concepts of the spectral theory of random fields, and Tauberian and Abelian theorems for covariance function of long-memory random fields. Series: Mathematics and its Applications. Num Pages: 406 pages, biography. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 23. Weight in Grams: 763.
This book is devoted to an investigation of the basic problems of the the- ory of random fields which are characterized by certain singular properties (e. g., unboundedness, or vanishing) of their spectral densities. These ran- dom fields are called, the random fields with singular spectrum, long-memory fields, random fields with long-range dependence, fields with slowly decaying correlations or strongly dependent random fields by various authors. This phenomenon has been observed empirically by many scientists long before suitable mathematical models were known. The methods and results differ significantly from the theory of weakly dependent random fields. The first chapter presents ... Read more
This book is devoted to an investigation of the basic problems of the the- ory of random fields which are characterized by certain singular properties (e. g., unboundedness, or vanishing) of their spectral densities. These ran- dom fields are called, the random fields with singular spectrum, long-memory fields, random fields with long-range dependence, fields with slowly decaying correlations or strongly dependent random fields by various authors. This phenomenon has been observed empirically by many scientists long before suitable mathematical models were known. The methods and results differ significantly from the theory of weakly dependent random fields. The first chapter presents ... Read more
Product Details
Format
Hardback
Publication date
1999
Publisher
Kluwer Academic Publishers United States
Number of pages
406
Condition
New
Series
Mathematics and its Applications
Number of Pages
406
Place of Publication
Dordrecht, Netherlands
ISBN
9780792356356
SKU
V9780792356356
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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