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Selected papers of Takeyuki Hida /

The topics discussed in this book can be classified into three parts: Gaussian processes; white noise analysis; and variational calculus for random fields. The most general and in fact final representation theory of Gaussian processes is included in this book. This theory is still referred to often...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Hida, Takeyuki, 1927-2017
Otros Autores: Accardi, L. (Luigi), 1947-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore ; River Edge, N.J. : World Scientific, ©2001.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario:The topics discussed in this book can be classified into three parts: Gaussian processes; white noise analysis; and variational calculus for random fields. The most general and in fact final representation theory of Gaussian processes is included in this book. This theory is still referred to often and its developments are discussed. This book also includes the notes of the series of lectures on white noise analysis delivered in 1975 at Carleton University in Ottawa. They describe the very original idea of introducing the notion of generalized Brownian functionals (nowadays called "generalized white noise functions", and sometimes "Hida distribution"). The topic of variational calculus for random fields will certainly represnt one of the driving research lines for probability theory in the next century, as can be seen from several papers in this volume.
Descripción Física:1 online resource (xiii, 480 pages) : illustrations
Bibliografía:Includes bibliographical references.
ISBN:9789812794611
9812794611
1281934550
9781281934550
9786611934552
6611934553