Introduction to Hida Distributions

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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 elementa…

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    Om Introduction to Hida Distributions

    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.Contents:Preliminaries and Discrete Parameter White NoiseContinuous Parameter White NoiseWhite Noise FunctionalsWhite Noise AnalysisStochastic IntegralGaussian and Poisson NoisesMultiple Markov Properties of Generalized Gaussian Processes and GeneralizationsClassification of NoisesLévy ProcessesReadership: Researchers in probability and statistics, in particular stochastic analysis.

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    Detaljer

    Format
    E-Bok
    Filformat
    PDF
    Utgivelsesår
    2011
    Forlag
    World Scientific Publishing Co
    Språk
    Engelsk
    ISBN
    9789812836892
    Sider
    268

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