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RANDOM FIELDS: ANALYSIS AND SYNTHESIS

by

ERIK VANMARCKE

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A Web Edition of this book is now available, free of charge. Please refer to as follows:
E. VanMarcke, Random Fields: Analysis and Synthesis, Published by MIT Press, Cambridge MA, 1983; Web Edition by Rare Book Services, Princeton University, Princeton NJ, 1998.

Author's e-mail address: evm@princeton.edu

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REVIEW COMMENTS (FROM THE BOOK'S BACK COVER):

"Random Fields is a book which I found both technically interesting and a pleasure to read ... The presentation is clear and the book should be useful to almost anyone who uses random processes to solve problems in engineering or science ...

I was particularly impressed by the introduction. The emphasis on utility and the importance of local averages is reminiscent of Slepian's classic paper 'On Bandwidth' (Proceedings of the IEEE 64, 292-300, 1976) ... it is also refreshing to read a work on stochastic processes where the author emphasizes that microscopic variations may be of no practical interest to the problem at hand!

Both Chapter 2, which provides general bacground on random fields, and Chapter 3, which summarizes second-order theory, are well-written. Chapter 4, 'Spectral Parameters, Level Excursions and Extremes' is an unusually clear and orderly treatment of these topics ... Chapters 5-7 cover one-, two-, and multi-dimensional local average processes. In these the emphasis is again on descriptive statistics such as level crossing rates and extremes parametrized by covariance and spectral functions ...

There is ... much which will guide one toward a useful solution. Compensating for the lack of 'extended' examples are many 'tiny' examples and continued emphasis on describing the mathematics in physical terms"

--- David J. Thomson, EOS, Transactions, American Geophysical Union

1. Introduction
2. Fundamentals of analysis of random fields
3. Second-order analysis of homogeneous random fields
4. Spectral parameters, level crossings, and extremes
5. Local average processes on the line
6. Two-dimensional local-average processes
7. Multi-dimensional local-average processes
8. New perspectives on analysis and synthesis