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Selected papers of Takeyuki Hida by Takeyuki Hida

By Takeyuki Hida

This quantity comprises numerous surveys of vital advancements in quantum chance. the hot kind of quantum imperative restrict theorems, according to the suggestion of unfastened independence instead of the standard Boson or Fermion independence is mentioned. a shocking result's that the function of the Gaussian for this new kind of independence is performed by way of the Wigner distribution. This prompted the advent of latest kind of quantum autonomous increments noise, the loose noise and the corresponding stochastic calculus. a different generalization, the q-noises, is mentioned. The loose stochastic calculus is proven so one can healthy evidently into the final illustration unfastened calculus. the fundamental loose are proven to be learned as non-adapted stochastic integrals with appreciate to the standard Boson white noises. Quantum noise at the finite distinction algebra is expressed by way of the standard Boson white noises. a brand new quantum means of classical stochastic flows, particularly diffusions on Riemannian Manifolds is defined. Quantum teams are mentioned from the viewpoint of attainable purposes to quantum chance. The purposes of quantum chance to physics are surveyed the subjects mentioned during this booklet will be categorized into 3 components: Gaussian techniques; white noise research; and variational calculus for random fields. the main basic and in reality ultimate illustration concept of Gaussian strategies is incorporated during this e-book. This idea continues to be said usually and its advancements are mentioned. This booklet additionally contains the notes of the sequence of lectures on white noise research introduced in 1975 at Carleton collage in Ottawa. They describe the very unique concept of introducing the concept of generalized Brownian functionals (nowadays referred to as "generalized white noise functions", and occasionally "Hida distribution"). the subject of variational calculus for random fields will surely represnt one of many using examine strains for likelihood idea within the subsequent century, as should be noticeable from a number of papers during this quantity.  Read more... basic idea of white noise functionals; Gaussian and different techniques; limitless dimensional harmonic research and rotation workforce; quantum concept; Feynman integrals and random fields; variational calculus and random fields; program to biology

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Concerning the error we know that the inequality (24) holds in general. In our case, if t is fixed, en(t, s) and e;(i, s) behave as is shown in the following figure, although we have not succeeded in finding an explicit expression. I ^-^1 t > s Example. Numerical values of e„ and e; as well as the best linear predictor can be obtained in the case where X(t) is given by X(t) = [ (t- u)dB(u), Jo (double Markov). 23 The Y(t), being viewed as a second order stochastic process, is expressed in the form Y(t) = / {at2 + btu - (a + b)u2)^d£(u), Jo where a = (%/l9— l)/\/3, b = - ( 2 \ / l 9 - 4)/\/3, and d£(u) is an orthogonal random measure which is causally related to Y(t).

For eac/i t, iAe martingales Mij(t), i > j , are linearly For proof we use the integral representation of Mij(t) and the fact that 5j(w)'s are linearly independent in L 2 ([0, t}) for any t > 0. Details are omitted. 3. Set m(t) = 6{Mij(t); 1 < j < * < iV}. Then we have (34) m(t) = Qx(t). 22 Proof. By the canonical property of the representation (27) we know that each Gaussian martingale JQ gi{u)dB{u) can be expressed as a linear functional of the X(k\t)'s, 0 < k < N — 1. Now observe the integral representation of a member of Qx(t)- It has to be a linear combination of {gi(u)gj(v) + gj(u)gi(v)}x[o,t]2{u>v)The same holds for a member of m(i).

Orthogonal or unitary group [13] T. , 1971). [14] T. Hida, A role of Fourier transform in the theory of infinite dimensional unitary group, J. Math. Kyoto Univ. 13 (1973) 203-212. [15] T. Hida, I. Kubo, H. Nomoto and H. Yoshizawa, Projective invariance of Brownian motion, Pub. S. Kyoto Univ. A 4 (1968) 595-609. [16] H. Yoshizawa, Rotation group of Hilbert space and its application to Brownian motion, Proc. Int. Conf. on Functional Analysis and Related Topics, Tokyo (1970) 414-423. 41 Generalized functional of Brownian motion [17] T.

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