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Book Review
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Book Information
Author(s):
Erik Vanmarcke
Title:
Random fields: analysis and synthesis
Additional book information:
MIT Press, Cambridge, Mass., 1983, xii + 382 pp., $45.00. ISBN 0-262-22026-1
Author(s):
M. I. Yadrenko
Title:
Spectral theory of random fields
Additional book information:
Optimization Software, Inc., New York, N.Y., 1983, iii + 259 pp., $24.00. ISBN 0-911575-00-6
References:
- 1.
- R. J. Adler, The geometry of random fields, Wiley, Chichester, 1981. MR 611857
- 2.
- S. M. Berman, Isotropic Gaussian processes on the Hilbert sphere, Ann. Probab. 8 (1980), 1093-1106. MR 602383
- 3.
- S. M. Berman, Unboundedness of sample functions of stochastic processes with arbitrary parameter sets, with applications to linear and l, Osaka J. Math. 21 (1984), 133-147. MR 736975
- 4.
- J. Bretagnolle, D. Dacunha-Castelle and J. L. Krivine, Lois stables et espaces L, Ann. Inst. Henri Poincaré 2 (1966), 231-259. MR 203757
- 5.
- J. Bretagnolle and D. Dacunha-Castelle, Le determinisme des fonctions laplaciennes sur certains espaces de suites, Ann. Inst. Henri Poincaré 5 (1969), 1-12. MR 260008
- 6.
- H. Cramer and M. R. Leadbetter, Stationary and related stochastic processes, Wiley, New York, 1967. MR 217860
- 7.
- R. M. Dudley, The sizes of compact subsets of Hilbert space, and continuity of Gaussian processes, J. Funct. Anal. 1 (1967), 290-330. MR 220340
- 8.
- P. Lévy, Processus stochastiques et mouvement brownien, Gauthier-Villars, Paris, 1948 (1st ed.), 1965 (2nd ed.). MR 190953
- 9.
- H. P. McKean, Brownian motion with a several dimensional time, Theor. Probab. Appl. 8 (1963), 335-354. MR 157407
- 10.
- L. D. Pitt, A Markov property of Gaussian processes with a multidimensional parameter, Arch. Rational Mech. Anal. 43 (1971), 367-391. MR 336798
- 11.
- S. O. Rice, Mathematical analysis of random noise, Bell System Tech. J. 24 (1945), 46-156. MR 11918
- 12.
- I. J. Schoenberg, Metric spaces and completely monotone functions, Ann. of Math. (2) 39 (1938), 811-841. MR 1503439
- 13.
- I. J. Schoenberg, Positive definite functions on spheres, Duke Math. J. 9 (1942), 96--108. MR 5922
- 14.
- M. Weber, Une méthode élémentaire pour l'étude de la régularité d'un large classe de fonctions aléatoires, C. R. Acad. Sci. Paris Ser. A 292 (1981), 599-602. MR 615458
Additional Information:
Reviewer(s):
Simeon M.
Berman
Review Information:
Journal:
Bull. Amer. Math. Soc.
13
(1985),
57-62.
DOI:
10.1090/S0273-0979-1985-15363-7
PII:
S 0273-0979(1985)15363-7
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