Multiparameter Processes An Introduction to Random Fields /

• Main Author: Khoshnevisan, Davar. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2002.
• Series: Springer Monographs in Mathematics,
• Subjects: Mathematics.; Functional analysis.; Probabilities.; Probability Theory and Stochastic Processes.; Functional Analysis.
• Online Access: View fulltext via EzAccess

Multiparameter processes extend the existing one-parameter theory of random processes in an elegant way, and have found connections to diverse disciplines such as probability theory, real and functional analysis, group theory, analytic number theory, and group renormalization in mathematical physics...

Table of Contents:

• Discrete-Parameter Random Fields
• Discrete-Parameter Martingales
• Two Applications in Analysis
• Random Walks
• Multiparameter Walks
• Gaussian Random Variables
• Limit Theorems
• Continuous-Parameter Random Fields
• Continuous-Parameter Martingales
• Constructing Markov Processes
• Generation of Markov Processes
• Probabilistic Potential Theory
• Multiparameter Markov Processes
• The Brownian Sheet and Potential Theory.