The geometry of random fields

Аннотация

This book deals primarily with the sample function behaviour of Gaussian, and related, random fields; i.e. stochastic processes whose arguments vary in a continuous fashion over some subset of TV-dimensional Euclidean space. The problems that arise in describing this behaviour in the multiparameter setting are qualitatively different to those covered by the one-dimensional theory. Indeed, most of the really interesting problems are of a geometrical nature, and actually disappear in the simple case.