Kniha Introduction To Hida Distributions Si Si

Introduction To Hida Distributions

Autor: Si Si
Jazyk: Angličtina
Väzba: Pevná
Dostupnosť: Skladom u dodávateľa
Odosielame za 10-13 dní
93.03
This book provides the mathematical definition of white noise and gives its significance. White nois...

Informácie o knihe

Autor
Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
2011
Stránok
268
EAN
9789812836885
ISBN
9812836888
Enbook ID
04430041
Hmotnosť
510
Rozmery
233 x 160 x 21

Kompletný popis

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 of White Noise Functionals" published in 2008, with detailed background provided.

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