Introduction to Random Chaos

List of contents

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

About the author

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

Summary

Introduction to Random Chaos contains a wealth of information on this significant area, rooted in hypercontraction and harmonic analysis

Product details

• Authors: Jerzy Szulga, Szulga Jerzy
• Publisher: Taylor and Francis
• Languages: English
• Product format: Hardback
• Released: 26.03.1998
• EAN: 9780412050916
• ISBN: 978-0-412-05091-6
• No. of pages: 304
• Weight: 521 g
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Miscellaneous; SCIENCE / Chaotic Behavior in Systems, Stochastics, Chaos Theory