Let Us Use White Noise
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Let Us Use White Noise
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Author : Takeyuki Hida
language : en
Publisher: World Scientific
Release Date : 2017-03-10
Let Us Use White Noise written by Takeyuki Hida and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-03-10 with Mathematics categories.
Why should we use white noise analysis? Well, one reason of course is that it fills that earlier gap in the tool kit. As Hida would put it, white noise provides us with a useful set of independent coordinates, parametrized by 'time'. And there is a feature which makes white noise analysis extremely user-friendly. Typically the physicist — and not only he — sits there with some heuristic ansatz, like e.g. the famous Feynman 'integral', wondering whether and how this might make sense mathematically. In many cases the characterization theorem of white noise analysis provides the user with a sweet and easy answer. Feynman's 'integral' can now be understood, the 'It's all in the vacuum' ansatz of Haag and Coester is now making sense via Dirichlet forms, and so on in many fields of application. There is mathematical finance, there have been applications in biology, and engineering, many more than we could collect in the present volume.Finally, there is one extra benefit: when we internalize the structures of Gaussian white noise analysis we will be ready to meet another close relative. We will enjoy the important similarities and differences which we encounter in the Poisson case, championed in particular by Y Kondratiev and his group. Let us look forward to a companion volume on the uses of Poisson white noise.The present volume is more than a collection of autonomous contributions. The introductory chapter on white noise analysis was made available to the other authors early on for reference and to facilitate conceptual and notational coherence in their work.
Let Us Use White Noise
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Author : Takeyuki Hida
language : en
Publisher:
Release Date : 2017
Let Us Use White Noise written by Takeyuki Hida and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017 with MATHEMATICS categories.
"Why should we use white noise analysis? Well, one reason of course is that it fills that earlier gap in the tool kit. As Hida would put it, white noise provides us with a useful set of independent coordinates, parametrized by "time". And there is a feature which makes white noise analysis extremely user-friendly. Typically the physicist — and not only he — sits there with some heuristic ansatz, like e.g. the famous Feynman "integral", wondering whether and how this might make sense mathematically. In many cases the characterization theorem of white noise analysis provides the user with a sweet and easy answer. Feynman's "integral" can now be understood, the "It's all in the vacuum" ansatz of Haag and Coester is now making sense via Dirichlet forms, and so on in many fields of application. There is mathematical finance, there have been applications in biology, and engineering, many more than we could collect in the present volume. Finally, there is one extra benefit: when we internalize the structures of Gaussian white noise analysis we will be ready to meet another close relative. We will enjoy the important similarities and differences which we encounter in the Poisson case, championed in particular by Y Kondratiev and his group. Let us look forward to a companion volume on the uses of Poisson white noise. The present volume is more than a collection of autonomous contributions. The introductory chapter on white noise analysis was made available to the other authors early on for reference and to facilitate conceptual and notational coherence in their work."--Publisher's website.
Selected Papers Of Takeyuki Hida
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Author : Takeyuki Hida
language : en
Publisher: World Scientific
Release Date : 2001-01-01
Selected Papers Of Takeyuki Hida written by Takeyuki Hida and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-01-01 with Mathematics categories.
The topics discussed in this book can be classified into three parts: . (i) Gaussian processes. The most general and in fact final representation theory of Gaussian processes is included in this book. This theory is still referred to often and its developments are discussed. (ii) White noise analysis. This book includes the notes of the series of lectures delivered in 1975 at Carleton University in Ottawa. They describe the very original idea of introducing the notion of generalized Brownian functionals (nowadays called OC generalized white noise functionalsOCO, and sometimes OC Hida distributionOCO. (iii) Variational calculus for random fields. This topic will certainly represent one of the driving research lines for probability theory in the next century, as can be seen from several papers in this volume. Sample Chapter(s). Chapter 1: Analysis of Brownian Functionals (1,502 KB). Contents: General Theory of White Noise Functionals; Gaussian and Other Processes; Infinite Dimensional Harmonic Analysis and Rotation Group; Quantum Theory; Feynman Integrals and Random Fields; Variational Calculus and Random Fields; Application to Biology. Readership: Graduate students and researchers in the fields of probability theory, functional analysis, statistics and theoretical physics."
Selforganization By Nonlinear Irreversible Processes
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Author : Werner Ebeling
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Selforganization By Nonlinear Irreversible Processes written by Werner Ebeling and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Science categories.
These Proceedings contain invited lectures presented at the third Interna tional Conference on "Irreversible Processes and Dissipative Structures" in Kiihlungsborn (German Democratic Republic) in March, 1985. These con ferences, the first of which was held in Rostock in 1977 and the second in Berlin in 1982, are devoted to the study of irreversible processes far from thermal equilibrium and to the phenomena of selforganization. The meet ing in Kiihlungsborn brought together some 160 mathematicians, physicists, chemists and biologists from 10 countries, who are all interested in the inter disciplinary field of synergetics. The main topics of the conference were basic concepts of selforganization and evolution, such as entropy, instabilities, nucleation, dissipative struc tures, chaos and turbulence. The contributions cover methods from ther modynamics, the theory of dynamic systems, stochastic and statistic theory, the method of Green's functions, the fluctuation-dissipation theorem, etc. Several problems are studied in more detail, e.g., the kinetics of nucleation especially in finite systems, the dynamics of interfaces, reaction-diffusion sys tems, chemical and biochemical pattern formation and information process ing. Further, several contributions are devoted to the development of the concepts of chaos and turbulence. The editors hope that the contributions collected in this volume will pro vide some new information about the field of selforganization, which is in full development now.
Yang Mills Measure On Compact Surfaces
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Author : Thierry Lévy
language : en
Publisher: American Mathematical Soc.
Release Date : 2003
Yang Mills Measure On Compact Surfaces written by Thierry Lévy and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Mathematics categories.
In this memoir we present a new construction and new properties of the Yang-Mills measure in two dimensions. This measure was first introduced for the needs of quantum field theory and can be described informally as a probability measure on the space of connections modulo gauge transformations on a principal bundle. We consider the case of a bundle over a compact orientable surface. Our construction is based on the discrete Yang-Mills theory of which we give a full acount. We are able to take its continuum limit and to define a pathwise multiplicative process of random holonomy indexed by the class of piecewise embedded loops. We study in detail the links between this process and a white noise and prove a result of asymptotic independence in the case of a semi-simple structure group. We also investigate global Markovian properties of the measure related to the surgery of surfaces.
Random Processes In Nuclear Reactors
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Author : M. M. R. Williams
language : en
Publisher: Elsevier
Release Date : 2013-10-22
Random Processes In Nuclear Reactors written by M. M. R. Williams and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-10-22 with Technology & Engineering categories.
Random Processes in Nuclear Reactors describes the problems that a nuclear engineer may meet which involve random fluctuations and sets out in detail how they may be interpreted in terms of various models of the reactor system. Chapters set out to discuss topics on the origins of random processes and sources; the general technique to zero-power problems and bring out the basic effect of fission, and fluctuations in the lifetime of neutrons, on the measured response; the interpretation of power reactor noise; and associated problems connected with mechanical, hydraulic and thermal noise sources. The book will be very useful to nuclear engineers.
Hands On Intermediate Econometrics Using R Templates For Learning Quantitative Methods And R Software Second Edition
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Author : Hrishikesh D Vinod
language : en
Publisher: World Scientific
Release Date : 2022-04-08
Hands On Intermediate Econometrics Using R Templates For Learning Quantitative Methods And R Software Second Edition written by Hrishikesh D Vinod and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-04-08 with Business & Economics categories.
How to learn both applied statistics (econometrics) and free, open-source software R? This book allows students to have a sense of accomplishment by copying and pasting many hands-on templates provided here.The textbook is essential for anyone wishing to have a practical understanding of an extensive range of topics in Econometrics. No other text provides software snippets to learn so many new statistical tools with hands-on examples. The explicit knowledge of inputs and outputs of each new method allows the student to know which algorithm is worth studying. The book offers sufficient theoretical and algorithmic details about a vast range of statistical techniques.The second edition's preface lists the following topics generally absent in other textbooks. (i) Iteratively reweighted least squares, (ii) Pillar charts to represent 3D data. (iii) Stochastic frontier analysis (SFA) (iv) model selection with Mallows' Cp criterion. (v) Hodrick-Prescott (HP) filter. (vi) Automatic ARIMA models. (vi) Nonlinear Granger-causality using kernel regressions and bootstrap confidence intervals. (vii) new Keynesian Phillips curve (NKPC). (viii) Market-neutral pairs trading using two cointegrated stocks. (ix) Artificial neural network (ANN) for product-specific forecasting. (x) Vector AR and VARMA models. (xi) New tools for diagnosing the endogeneity problem. (xii) The elegant set-up of k-class estimators and identification. (xiii) Probit-logit models and Heckman selection bias correction. (xiv) Receiver operating characteristic (ROC) curves and areas under them. (xv) Confusion matrix. (xvi) Quantile regression (xvii) Elastic net estimator. (xviii) generalized Correlations (xix) maximum entropy bootstrap for time series. (xx) Convergence concepts quantified. (xxi) Generalized partial correlation coefficients (xxii) Panel data and duration (survival) models.
The R Book
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Author : Elinor Jones
language : en
Publisher: John Wiley & Sons
Release Date : 2022-09-19
The R Book written by Elinor Jones and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-09-19 with Computers categories.
A start-to-finish guide to one of the most useful programming languages for researchers in a variety of fields In the newly revised Third Edition of The R Book, a team of distinguished teachers and researchers delivers a user-friendly and comprehensive discussion of foundational and advanced topics in the R software language, which is used widely in science, engineering, medicine, economics, and other fields. The book is designed to be used as both a complete text—readable from cover to cover—and as a reference manual for practitioners seeking authoritative guidance on particular topics. This latest edition offers instruction on the use of the RStudio GUI, an easy-to-use environment for those new to R. It provides readers with a complete walkthrough of the R language, beginning at a point that assumes no prior knowledge of R and very little previous knowledge of statistics. Readers will also find: A thorough introduction to fundamental concepts in statistics and step-by-step roadmaps to their implementation in R; Comprehensive explorations of worked examples in R; A complementary companion website with downloadable datasets that are used in the book; In-depth examination of essential R packages. Perfect for undergraduate and postgraduate students of science, engineering, medicine economics, and geography, The R Book will also earn a place in the libraries of social sciences professionals.
Signal Processing For Passive Bistatic Radar
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Author : Mateusz Malanowski
language : en
Publisher: Artech House
Release Date : 2019-08-31
Signal Processing For Passive Bistatic Radar written by Mateusz Malanowski and has been published by Artech House this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-08-31 with Technology & Engineering categories.
This cutting-edge resource introduces the basic concepts of passive bistatic radar, such as bistatic geometry, bistatic radar equation and analysis of different illuminating signals. These techniques, although known for almost a century, have not been developed intensively for decades, mainly due to technical limitations, but today, the passive radar concept can be realized in practice, and is of great interest for military and civilian users. This book provides insight into understanding the potential and limitations of passive radar systems, as well as the differences between signal processing in active and passive radar. Each of the signal processing stages typically applied in passive radar is described, including digital beamforming, clutter removal, target detection, localization and tracking. These concepts are illustrated with both simulated and measured data along with examples of passive radar systems. Correlation processing, which is crucial for passive radar operation, is presented, as well as practical approaches for calculating the cross-ambiguity function. The problems of range and velocity-cell migration are also introduced. The book analyzes and compares different antenna array geometries to show readers the appropriate solution for a particular scenario of passive radar. Cartesian tracking is also presented, based on the extended Kalman filter. Parallel and sequential updating approaches are introduced and compared. These concepts are illustrated with both simulated and measured data along with examples of passive radar systems, making this book useful for both novice and advanced practitioners.
Stochastic Processes Physics And Geometry New Interplays Ii
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Author : Sergio Albeverio
language : en
Publisher: American Mathematical Soc.
Release Date : 2000
Stochastic Processes Physics And Geometry New Interplays Ii written by Sergio Albeverio and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Mathematics categories.
The second of two volumes with selected treatments of the conference theme, Infinite Dimensional (Stochastic) Analysis and Quantum Physics, which positions scientists at the interface of mathematics and physics. The 57 papers discuss such topics as the valuation of bonds and options under floating interest rate, the loop group factorization of biorthogonal wavelet bases, asymptotic properties of the maximal sub-interval of a Poisson process, generalized configuration spaces for quantum systems, Sobolev spaces and the capacity theory of path spaces, representing coherent state in white noise calculus, and the analytic quantum information manifold. There is no index. The first volume contains contributions of invited speakers. Annotation copyrighted by Book News, Inc., Portland, OR