Introduction to Hida distributions
by Si, Si
This book provides the mathematical definition of white noise and gives its significance. White noise is in fact a typical class of idealized elemental (infinitesimal) random variables. Thus, we are naturally led to have functionals of such elemental random variables that is white noise. This book analyzes those functionals of white noise, particularly the generalized ones called Hida distributions, and highlights some interesting future directions. The main part of the book involves infinite d…
Read More ↓Title Statements
- Full title :Introduction to Hida distributions / Si Si.
Summary
This book provides the mathematical definition of white noise and gives its significance. White noise is in fact a typical class of idealized elemental (infinitesimal) random variables. Thus, we are naturally led to have functionals of such elemental random variables that is white noise. This book analyzes those functionals of white noise, particularly the generalized ones called Hida distributions, and highlights some interesting future directions. The main part of the book involves infinite dimensional differential and integral calculus based on the variable which is white noise. The present book can be used as a supplementary book to Lectures on White Noise Functionals published in 2008, with detailed background provided.
Read More ↓Edition Statements
- Publication Date:©2012.
Publication Statements
- Publisher(s):World Scientific
- Place of Publication:Singapore
- Language:eng
- Publication Date:©2012.
The Physical Object
- Description:1 online resource (xiii, 253 pages) : : illustrations
Edition Identifiers
- ISBN:9812836896, 9789812836892
- oclc:ocn774956313
- LC Classification:QA274.29
- Dewey Decimal:519.22
Table of Contents
Preliminaries and discrete parameter white noise -- Continuous parameter white noise -- White noise functionals -- White noise analysis -- Stochastic integral -- Gaussian and Poisson noises -- Multiple Markov properties of generalized Gaussian processes and generalizations -- Classification of noises -- Lévy processes.
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