Harmonic analysis on complex random systems

MaRDI QIDQ2751513zbMATH OpenFDO

Authors Takeyuki Hida

Publication date 25 September 2002

zbMATH Keywords

Brownian bridgereversibilitywhiskerswhite noise analysis

Mathematics Subject Classification ID

Abstract harmonic analysis (43-XX) White noise theory (60H40)

Review text

The author studies the white noise analysis by the invariance under the adjoint group of the infinite-dimensional rotation group. As a special subgroup so-called whiskers are introduced, which consist for instance of simple shifts. The role of whiskers for determining whether a specific complex stochastic system is reversible is highlighted. As a concrete example the classical Brownian bridge process is discussed.NEWLINENEWLINEFor the entire collection see [Zbl 0964.00042].

Recommendations

• scientific article; zbMATH DE number 5227627
• scientific article; zbMATH DE number 836642
• Complexity and irreversibility in stochastic analysis
• scientific article; zbMATH DE number 1583870
• scientific article; zbMATH DE number 1329706

Cited in

(4)

• Complexity in white noise analysis
• Harmonic systems with bulk noises
• scientific article; zbMATH DE number 941470 (Why is no real title available?)
• scientific article; zbMATH DE number 7427126 (Why is no real title available?)

This page was built for publication: Harmonic analysis on complex random systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2751513)