Let Us Use White Noise

Let Us Use White Noise PDF Author: Takeyuki Hida
Publisher:
ISBN: 9789813220942
Category : MATHEMATICS
Languages : en
Pages :

Get Book

Book Description
"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.

Let Us Use White Noise

Let Us Use White Noise PDF Author: Takeyuki Hida
Publisher:
ISBN: 9789813220942
Category : MATHEMATICS
Languages : en
Pages :

Get Book

Book Description
"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.

Let Us Use White Noise

Let Us Use White Noise PDF Author: Hida Takeyuki
Publisher: World Scientific
ISBN: 9813220953
Category : Mathematics
Languages : en
Pages : 232

Get Book

Book Description
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.

White Noise

White Noise PDF Author: Don DeLillo
Publisher: Penguin
ISBN: 1440674477
Category : Fiction
Languages : en
Pages : 324

Get Book

Book Description
A brilliant satire of mass culture and the numbing effects of technology, White Noise tells the story of Jack Gladney, a teacher of Hitler studies at a liberal arts college in Middle America. Jack and his fourth wife, Babette, bound by their love, fear of death, and four ultramodern offspring, navigate the rocky passages of family life to the background babble of brand-name consumerism. Then a lethal black chemical cloud, unleashed by an industrial accident, floats over there lives, an "airborne toxic event" that is a more urgent and visible version of the white noise engulfing the Gladneys—the radio transmissions, sirens, microwaves, and TV murmurings that constitute the music of American magic and dread.

White Noise Analysis: Mathematics And Applications

White Noise Analysis: Mathematics And Applications PDF Author: Takeyuki Hida
Publisher: World Scientific
ISBN: 9814611565
Category :
Languages : en
Pages : 438

Get Book

Book Description
This proceedings contains articles on white noise analysis and related subjects. Applications in various branches of science are also discussed. White noise analysis stems from considering the time derivative of Brownian motion (“white noise”) as the basic ingredient of an infinite dimensional calculus. It provides a powerful mathematical tool for research fields such as stochastic analysis, potential theory in infinite dimensions and quantum field theory.

Selected Papers of Takeyuki Hida

Selected Papers of Takeyuki Hida PDF Author: Takeyuki Hida
Publisher: World Scientific
ISBN: 9789812794611
Category : Mathematics
Languages : en
Pages : 498

Get Book

Book Description
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."

Stochastic Analysis: Classical and Quantum

Stochastic Analysis: Classical and Quantum PDF Author:
Publisher:
ISBN: 9814479179
Category :
Languages : en
Pages :

Get Book

Book Description


Differential Privacy for Dynamic Data

Differential Privacy for Dynamic Data PDF Author: Jerome Le Ny
Publisher: Springer Nature
ISBN: 3030410390
Category : Technology & Engineering
Languages : en
Pages : 118

Get Book

Book Description
This Springer brief provides the necessary foundations to understand differential privacy and describes practical algorithms enforcing this concept for the publication of real-time statistics based on sensitive data. Several scenarios of interest are considered, depending on the kind of estimator to be implemented and the potential availability of prior public information about the data, which can be used greatly to improve the estimators' performance. The brief encourages the proper use of large datasets based on private data obtained from individuals in the world of the Internet of Things and participatory sensing. For the benefit of the reader, several examples are discussed to illustrate the concepts and evaluate the performance of the algorithms described. These examples relate to traffic estimation, sensing in smart buildings, and syndromic surveillance to detect epidemic outbreaks.

Random Signal Processing

Random Signal Processing PDF Author: Shaila Dinkar Apte
Publisher: CRC Press
ISBN: 1351651390
Category : Mathematics
Languages : en
Pages : 594

Get Book

Book Description
This book covers random signals and random processes along with estimation of probability density function, estimation of energy spectral density and power spectral density. The properties of random processes and signal modelling are discussed with basic communication theory estimation and detection. MATLAB simulations are included for each concept with output of the program with case studies and project ideas. The chapters progressively introduce and explain the concepts of random signals and cover multiple applications for signal processing. The book is designed to cater to a wide audience starting from the undergraduates (electronics, electrical, instrumentation, computer, and telecommunication engineering) to the researchers working in the pertinent fields. Key Features: • Aimed at random signal processing with parametric signal processing-using appropriate segment size. • Covers speech, image, medical images, EEG and ECG signal processing. • Reviews optimal detection and estimation. • Discusses parametric modeling and signal processing in transform domain. • Includes MATLAB codes and relevant exercises, case studies and solved examples including multiple choice questions

Statistical Analysis of Financial Data in S-Plus

Statistical Analysis of Financial Data in S-Plus PDF Author: René Carmona
Publisher: Springer Science & Business Media
ISBN: 0387218246
Category : Business & Economics
Languages : en
Pages : 456

Get Book

Book Description
This is the first book at the graduate textbook level to discuss analyzing financial data with S-PLUS. Its originality lies in the introduction of tools for the estimation and simulation of heavy tail distributions and copulas, the computation of measures of risk, and the principal component analysis of yield curves. The book is aimed at undergraduate students in financial engineering; master students in finance and MBA's, and to practitioners with financial data analysis concerns.

Understanding Jonathan Lethem

Understanding Jonathan Lethem PDF Author: Matthew Luter
Publisher: Univ of South Carolina Press
ISBN: 1611175135
Category : Literary Criticism
Languages : en
Pages : 144

Get Book

Book Description
Understanding Jonathan Lethem is a study of the novels, short fiction, and nonfiction on a wide range of subjects in the arts by American novelist Jonathan Lethem, who is the recipient of the National Book Critics Circle Award for Fiction for Motherless Brooklyn, a MacArthur Foundation “genius” grant, and the Locus Award for Best First Novel for Gun, with Occasional Music. Matthew Luter explores the key contemporaries of and influences on Lethem, who is the Roy Edward Disney Professor of Creative Writing at Pomona College. Luter begins this volume by explaining how Lethem’s innovative and provocative essay on creative appropriation “The Ecstasy of Influence” differs from other writing about influence, suggesting an artistic mode that celebrates thoughtful borrowing. Readings of Lethem’s three major novels follow: taken together, Motherless Brooklyn, The Fortress of Solitude, and Chronic City present a novelist coming to terms with the joys and downsides of artistic influence. Motherless Brooklyn pays tribute to and subverts traditional hardboiled detective novels as Lethem plays with the conventions of a favorite (and influential) genre. Fortress dwells obsessively on appreciation and criticism of influential art, as Lethem’s main character spends a lifetime contemplating the complexities of the art he loves, interrogating his own reactions to it, and thinking through the political implications of the ways he has been influenced by that which he consumes. Chronic City depicts the cost of fandom and the dangers of giving over too much of oneself to the art that one loves, dramatized via a character brought nearly to ruin not by the demands of artistic creation, but by obsessive cultural consumption. Borrowing openly and promiscuously from earlier traditions both high and low (experimental fiction, comic books, art film, detective novels), Lethem displays a career-long interest in questioning what literary originality might mean in a postmodern age. Some suggest that such borrowings indicate a literary well that has run dry, making writers such as Lethem mere patchwork artists. Luter argues instead that Lethem’s propensity for wearing his influences and obsessions on his sleeve encourages new thought about originality itself. Out with “it’s all been done” and in with “look at all that’s been done, and all that we can still do with it!”