Introduction to Random Chaos

Jerzy Szulga (Autor)

Buch | Hardcover

304 Seiten

1998
Chapman & Hall/CRC (Verlag)
978-0-412-05091-6 (ISBN)

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Introduction to Random Chaos contains a wealth of information on this significant area, rooted in hypercontraction and harmonic analysis. Random chaos statistics extend the classical concept of empirical mean and variance. By focusing on the three models of Rademacher, Poisson, and Wiener chaos, this book shows how an iteration of a simple random principle leads to a nonlinear probability model- unifying seemingly separate types of chaos into a network of theorems, procedures, and applications.

The concepts and techniques connect diverse areas of probability, algebra, and analysis and enhance numerous links between many fields of science.

Introduction to Random Chaos serves researchers and graduate students in probability, analysis, statistics, physics, and applicable areas of science and technology.

Jerzy Szulga is Professor of Mathematics at Auburn University in Alabama, US.

Preliminaries, Chaos Iteration, Martingales, Discrete Time Homogeneous Chaos, Random Measure and Integral, Jump Processes, Wiener Chaos, Rademacher Chaos, Martingale Chaos, More Hypercontraction, Poisson Integration: Aftermath, Transformations, Variation of Monotone Functions, Some Probability in F-Spaces, Stable and Pareto Variables

Erscheint lt. Verlag	26.3.1998
Sprache	englisch
Maße	210 x 280 mm
Gewicht	521 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	0-412-05091-9 / 0412050919
ISBN-13	978-0-412-05091-6 / 9780412050916
Zustand	Neuware