Harmonic analysis on complex random systems (Q2751513)

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scientific article; zbMATH DE number 1664890
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Harmonic analysis on complex random systems
scientific article; zbMATH DE number 1664890

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    25 September 2002
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    white noise analysis
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    whiskers
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    reversibility
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    Brownian bridge
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    Harmonic analysis on complex random systems (English)
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    The author studies the white noise analysis by the invariance under the adjoint group of the infinite-dimensional rotation group. As a special subgroup so-called whiskers are introduced, which consist for instance of simple shifts. The role of whiskers for determining whether a specific complex stochastic system is reversible is highlighted. As a concrete example the classical Brownian bridge process is discussed.NEWLINENEWLINEFor the entire collection see [Zbl 0964.00042].
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