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Limit theorems for random fields with singular spectrum

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Published by Kluwer Academic Publishers in Dordrecht, Boston .
Written in English

Subjects:

  • Random fields.,
  • Limit theorems (Probability theory),
  • Spectral theory (Mathematics)

Book details:

Edition Notes

Includes bibliographical references (p. 357-393) and index.

Statementby Nikolai Leonenko.
SeriesMathematics and its applications ;, v. 465, Mathematics and its applications (Kluwer Academic Publishers) ;, v. 465.
Classifications
LC ClassificationsQA274.45 .L46 1999
The Physical Object
Paginationviii, 401 p. ;
Number of Pages401
ID Numbers
Open LibraryOL34297M
ISBN 100792356357
LC Control Number99018120

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Limit Theorems for Random Fields with Singular Spectrum by N. N. Leonenko, , available at Book Depository with free delivery worldwide. 1. Second-Order Analysis of Random Fields Limit Theorems for Non-Linear Transformations of Random Fields Asymptotic Distributions of Geometric Functionals of Random Fields Limit Theorems for Solutions of the Burgers' Equation with Random Data Statistical Problems for Random Fields with Singular Spectrum. Series Title. 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 spectral 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. Limit Theorems for Random Fields with Singular Spectrum. Authors (view affiliations) Nikolai Leonenko Limit Theorems for Non-Linear Transformations of Random Fields. Nikolai Leonenko. Pages Asymptotic Distributions of Geometric Functionals of Random Fields. Nikolai Leonenko. Pages Limit Theorems for Solutions of the.

Free 2-day shipping. Buy Mathematics and Its Applications: Limit Theorems for Random Fields with Singular Spectrum (Paperback) at a limit theorem for random fields with a singularity in the spectrum W e consider the random fields whose sp ectra Φ (λ) hav e singularities at a p oint λ = a =0, that is, o n the sphere. The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on $\mathbb{R}^d$ are proved. Special attention is paid to Gaussian and. Leonenko N. () Statistical Problems for Random Fields with Singular Spectrum. In: Limit Theorems for Random Fields with Singular Spectrum. Mathematics and Its Applications, vol Author: Nikolai Leonenko.

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 spectral theory of random fields, some important examples of random processes.   Theory of Probability & Its Applications , () An example of stability of singular spectrum under smooth perturbations. Integral Equations and Operator Theory , () Limit theorems for random number of random elements on complete separable metric by: [] Leonenko, N. () Limit Theorems for Random Fields with Singular Spectrum, Kluwer. [] Leonenko, N., Sakhno, L. () On spectral representations of tensor random fields on Author: Domenico Marinucci, Giovanni Peccati.   () Some limit theorems for independent random processes at random points in time and random elements defined by them. Journal of Mathematical Sciences , () Simulation of random processes and rate-distortion by: