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Introduction to Hida Distributions
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Introduction to Hida Distributions

Book Details

Format Hardback or Cased Book
ISBN-10 9812836888
ISBN-13 9789812836885
Publisher World Scientific Publishing Co Pte Ltd
Imprint World Scientific Publishing Co Pte Ltd
Country of Manufacture GB
Country of Publication GB
Publication Date Sep 29th, 2011
Print length 270 Pages
Weight 510 grams
Dimensions 16.00 x 23.30 x 2.10 cms
Ksh 14,600.00
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Presents the mathematical definition of white noise and gives its significance. This book analyzes functionals of white noise, particularly the generalized ones called Hida distributions, and highlights some future directions. It also covers infinite dimensional differential and integral calculus based on the variable which is white noise.
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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