Introduction to Hida Distributions

Introduction to Hida Distributions
Author :
Publisher : World Scientific
Total Pages : 268
Release :
ISBN-10 : 9789812836885
ISBN-13 : 9812836888
Rating : 4/5 (85 Downloads)

Book Synopsis Introduction to Hida Distributions by : Si Si

Download or read book Introduction to Hida Distributions written by Si Si and published by World Scientific. This book was released on 2012 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


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