Introduction to Hida Distributions (Hardcover) (ISBN-13: 9789812836885)

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.

Author: Si Si
ISBN-10: 9812836888
ISBN-13: 9789812836885
Publisher: World Scientific Publishing Company
Language: English
Published: 08/30/2010
Pages: 268
Format: Hardcover
Weight: 1.10lbs
Size: 9.00h x 6.00w x 0.80d