White Noise Distribution Theory

by Hui-Hsiung Kuo

Overview

Learn the basics of white noise theory with White Noise Distribution Theory. This book covers the mathematical foundation and key applications of white noise theory without requiring advanced knowledge in this area. This instructive text specifically focuses on relevant application topics such as integral kernel operators, Fourier transforms, Laplacian operators, white noise integration, Feynman integrals, and positive generalized functions. Extremely well-written by one of the field's leading researchers, White Noise Distribution Theory is destined to become the definitive introductory resource on this challenging topic.

Product Details

ISBN-13:	9780367579616
Publisher:	CRC Press
Publication date:	06/30/2020
Series:	Probability and Stochastics Series
Pages:	400
Product dimensions:	6.12(w) x 9.19(h) x (d)

About the Author

Hui-Hsiung Kuo

Table of Contents

Introduction to White Noise. Background. White Noise as an Infinite Dimensional Calculus. Constructions of Test and Generalized Functions. The S-Transform. Continuous Versions and Analytic Extensions. Delta Functions. Characterization Theorems. Differential Operators. Integral Kernel Operators. Fourier Transforms. Laplacian Operators. White Noise Integration. Feynman Integrals. Positive Generalized Functions. Appendix A: Notes and Comments. Appendix B: Miscellaneous Formulas.

NTI/Sales Copy

Editorial Reviews

An introduction to the mathematical theory of white noise and key applications, specifically focusing on integral kernal operators, Fourier transforms, Laplacian operators, white noise integration, Feynman integrals, and positive generalized functions. Kuo (mathematics, Louisiana State U.) provides examples to illustrate each subject maintaining an encouraging and motivating approach for students without an advanced knowledge in the field. Annotation c. Book News, Inc., Portland, OR (booknews.com)

Booknews

"It is precisely written, up to date, and makes frequent appeal to the research literature."
-The Mathematical Gazette

From the Publisher