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 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.







Spectral Models of Random Fields in Monte Carlo Methods


Book Description

Spectral models were developed in the 1970s and have appeared to be very promising for various applications. Nowadays, spectral models are extensively used for stochastic simulation in atmosphere and ocean optics, turbulence theory, analysis of pollution transport for porous media, astrophysics, and other fields of science. The spectral models presented in this monograph represent a new class of numerical methods aimed at simulation of random processes and fields. The book is divided into four chapters, which deal with scalar spectral models and some of their applications, vector-valued spectral models, convergence of spectral models, and problems of optimisation and convergence for functional Monte Carlo methods. Furthermore, the monograph includes four appendices, in which auxiliary information is presented and additional problems are discussed. The book will be of value and interest to experts in Monte Carlo methods, as well as to those interested in the theory and applications of stochastic simulation.







Invariant Random Fields on Spaces with a Group Action


Book Description

The author describes the current state of the art in the theory of invariant random fields. This theory is based on several different areas of mathematics, including probability theory, differential geometry, harmonic analysis, and special functions. The present volume unifies many results scattered throughout the mathematical, physical, and engineering literature, as well as it introduces new results from this area first proved by the author. The book also presents many practical applications, in particular in such highly interesting areas as approximation theory, cosmology and earthquake engineering. It is intended for researchers and specialists working in the fields of stochastic processes, statistics, functional analysis, astronomy, and engineering.




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.




The Geometry of Random Fields


Book Description

An important treatment of the geometric properties of sets generated by random fields, including a comprehensive treatment of the mathematical basics of random fields in general. It is a standard reference for all researchers with an interest in random fields, whether they be theoreticians or come from applied areas.