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The Generic Chaining
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG 2006; US$ 119.99The fundamental question of characterizing continuity and boundedness of Gaussian processes goes back to Kolmogorov. After essential contributions by R. Dudley and X. Fernique, it was solved by the author in 1985. This advance was followed by a great improvement of our understanding of the boundedness of other fundamental classes of processes (empirical... more...
Level Sets and Extrema of Random Processes and Fields
Wiley 2009; US$ 134.00A timely and comprehensive treatment of random field theory with applications across diverse areas of study Level Sets and Extrema of Random Processes and Fields discusses how to understand the properties of the level sets of paths as well as how to compute the probability distribution of its extremal values, which are two general classes of problems... more...
Lectures on Gaussian Processes
Springer 2012; US$ 39.99Gaussian processes can be viewed as a far-reaching infinite-dimensional extension of classical normal random variables. Their theory presents a powerful range of tools for probabilistic modelling in various academic and technical domains such as Statistics, Forecasting, Finance, Information Transmission, Machine Learning - to mention just a few. The... more...
Fractal-Based Point Processes
Wiley 2005; US$ 157.00An integrated approach to fractals and point processes This publication provides a complete and integrated presentation of the fields of fractals and point processes, from definitions and measures to analysis and estimation. The authors skillfully demonstrate how fractal-based point processes, established as the intersection of these two fields, are... more...
Random Fields Estimation
World Scientific Publishing Company 2005; US$ 113.00This book contains a novel theory of random fields estimation of Wiener type, developed originally by the author and presented here. No assumption about the Gaussian or Markovian nature of the fields are made. The theory, constructed entirely within the framework of covariance theory, is based on a detailed analytical study of a new class of multidimensional... more...
Case Studies in Spatial Point Process Modeling
Springer-Verlag New York Inc 2006; US$ 94.99Spatial point processes are complex stochastic models that describe the locations of "interesting" events, and (possibly) some information about each event. This book is focused on case studies. more...
An Introduction to the Theory of Point Processes 2
Springer 2005; US$ 99.00Sets out the basic theory of random measures and point processes. This volume covers the topics of: limit theorems, ergodic theory, Palm theory, and evolutionary behaviour via martingales and conditional intensity. It also includes discussions of marked point processes, convergence to equilibrium, and the structure of spatial point processes. more...
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Poisson Point Processes
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