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Let Us Use White Noise (Hardcover)
Loot Price: R2,430
Discovery Miles 24 300
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Let Us Use White Noise (Hardcover)
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Donate to Against Period Poverty
Total price: R2,450
Discovery Miles: 24 500
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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.
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