The Geometry of Random Fields

Robert J. Adler

jan. 1981 · Classics in Applied Mathematics Bok 62 · SIAM

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Originally published in 1981, The Geometry of Random Fields remains an important text for its coverage and exposition of the theory of both smooth and nonsmooth random fields; closed form expressions for the various geometric characteristics of the excursion sets of smooth, stationary, Gaussian random fields over N-dimensional rectangles; descriptions of the local behavior of random fields in the neighborhoods of high maxima; and a treatment of the Markov property for Gaussian fields. Audience: researchers in probability and statistics, with no prior knowledge of geometry required. Since the book was originally published it has become a standard reference in areas of physical oceanography, cosmology, and neuroimaging. It is written at a level accessible to nonspecialists, including advanced undergraduates and early graduate students.