Random Fields and Geometry

Front Cover
Springer Science & Business Media, Jan 29, 2009 - Mathematics - 454 pages
Since the term “random ?eld’’ has a variety of different connotations, ranging from agriculture to statistical mechanics, let us start by clarifying that, in this book, a random ?eld is a stochastic process, usually taking values in a Euclidean space, and de?ned over a parameter space of dimensionality at least 1. Consequently, random processes de?ned on countable parameter spaces will not 1 appear here. Indeed, even processes on R will make only rare appearances and, from the point of view of this book, are almost trivial. The parameter spaces we like best are manifolds, although for much of the time we shall require no more than that they be pseudometric spaces. With this clari?cation in hand, the next thing that you should know is that this book will have a sequel dealing primarily with applications. In fact, as we complete this book, we have already started, together with KW (Keith Worsley), on a companion volume [8] tentatively entitled RFG-A,or Random Fields and Geometry: Applications. The current volume—RFG—concentrates on the theory and mathematical background of random ?elds, while RFG-A is intended to do precisely what its title promises. Once the companion volume is published, you will ?nd there not only applications of the theory of this book, but of (smooth) random ?elds in general.
 

Contents

Gaussian Fields
7
Gaussian Inequalities
49
Orthogonal Expansions
65
Stationary Fields
101
Integral Geometry
127
Differential Geometry 149
147
Piecewise Smooth Manifolds
183
Critical Point Theory 193
192
Random Fields on Euclidean Spaces
263
Random Fields on Manifolds
301
Mean Intrinsic Volumes
331
Excursion Probabilities for Smooth Fields
349
NonGaussian Geometry
387
References 435
434
Notation Index
443
Copyright

Volume of Tubes
213

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