Stationary Stochastic Processes. (MN-8) / / Takeyuki Hida.
Encompassing both introductory and more advanced research material, these notes deal with the author's contributions to stochastic processes and focus on Brownian motion processes and its derivative white noise.Originally published in 1970.The Princeton Legacy Library uses the latest print-on-d...
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Superior document: | Title is part of eBook package: De Gruyter Princeton Legacy Lib. eBook Package 1931-1979 |
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Place / Publishing House: | Princeton, NJ : : Princeton University Press, , [2015] ©1970 |
Year of Publication: | 2015 |
Language: | English |
Series: | Mathematical Notes ;
8 |
Online Access: | |
Physical Description: | 1 online resource (174 p.) |
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Other title: | Frontmatter -- Preface -- Contents -- 0. Introduction -- 1. Background -- 2. Brownian motion -- 3. Additive processes -- 4. Stationary processes -- 5. Gaussian processes -- 6. Hilbert space(L2) arising from white noise -- 7. FLow of the Brownian motion. -- 8. Infinite dimensional rotation group -- 9. Fourier Analysis on (L2 ) , motion group and Laplacian -- 10. Applications -- 11. Generalized White Noise -- Appendix |
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Summary: | Encompassing both introductory and more advanced research material, these notes deal with the author's contributions to stochastic processes and focus on Brownian motion processes and its derivative white noise.Originally published in 1970.The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905. |
Format: | Mode of access: Internet via World Wide Web. |
ISBN: | 9781400868575 9783110426847 9783110413595 9783110494921 9783110665925 9783110442496 |
DOI: | 10.1515/9781400868575 |
Access: | restricted access |
Hierarchical level: | Monograph |
Statement of Responsibility: | Takeyuki Hida. |