Random Fields on the Sphere


Book Description

The authors present a comprehensive analysis of isotropic spherical random fields, with a view towards applications in cosmology. Any mathematician or statistician interested in these applications, especially the booming area of cosmic microwave background (CMB) radiation data analysis, will find the mathematical foundation they need in this book.




Random Fields Estimation


Book Description

This 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 integral equations basic in estimation theory.This book is suitable for graduate courses in random fields estimation. It can also be used in courses in functional analysis, numerical analysis, integral equations, and scattering theory.










Random Fields Estimation Theory


Book Description




Modeling Vectorial and Non-Gaussian Random Fields on a Sphere


Book Description

Scalar and vectorial random fields defined on a spherical domain are principal objects of study in many branches of science. Many vector fields are often subject to physical constraints, such as being tangential to a sphere and being curl-free or divergence-free, while many scalar fields exhibit a significant degree of non-Gaussianity. However, existing literature on modeling these two types of random fields is still rare. In this dissertation, we propose new spatial models for random tangential vector fields and scalar non-Gaussian random fields on a sphere. We study properties of the models, and develop efficient estimation and prediction procedures based on maximum likelihood estimation (MLE) and Markov Chain Monte Carlo (MCMC). The accuracy of parameter estimation of the models is investigated, and their predictive performance is compared with existing state-of-the-art models by extensive numerical experiments. We demonstrate practical utility of the models through applications to data sets of ocean surface wind fields and high-latitude ionospheric electrostatic potentials.







Random Fields on the Sphere


Book Description

Reviews recent developments in the analysis of isotropic spherical random fields, with a view towards applications in cosmology.




Random Fields and Geometry


Book Description

This monograph is devoted to a completely new approach to geometric problems arising in the study of random fields. The groundbreaking material in Part III, for which the background is carefully prepared in Parts I and II, is of both theoretical and practical importance, and striking in the way in which problems arising in geometry and probability are beautifully intertwined. "Random Fields and Geometry" will be useful for probabilists and statisticians, and for theoretical and applied mathematicians who wish to learn about new relationships between geometry and probability. It will be helpful for graduate students in a classroom setting, or for self-study. Finally, this text will serve as a basic reference for all those interested in the companion volume of the applications of the theory.