An Innovation Approach to Random Fields
An Innovation Approach to Random FieldsTakeyuki Hida
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An Innovation Approach to Random Fields

An Innovation Approach to Random Fields Application of White Noise Theory

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An exploration of random fields. The authors use an approach that firstly constructs innovation, which is the most elemental stochastic process with a basic and simple way of dependence, and then they express the given field as a function of the innovation.