Stationary Stochastic Processes. (MN-8)

✍ Scribed by Takeyuki Hida

• Publisher: Princeton University Press
• Year: 2015
• Tongue: English
• Leaves: 174
• Series: Mathematical Notes; 8
• Category: Library

✦ Synopsis

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.

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✦ Table of Contents

Cover
Contents
§
0. Introduction
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1. Background
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2. Brownian Motion
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3. Additive Process
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4. Stationary Processes
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5 Gaussian Processes
§ 6. Hilbert Space (L²) Arising from White Noise
§ 7. Flow of the Brownian Motion
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8. Infinite Dimensional Rotation Group
§ 9. Fourier Analysis on (L²), Motion Group and Laplacian
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10. Applications
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11. Generalized White Noise
Appendix