Harmonic analysis on complex random systems (Q2751513)
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scientific article; zbMATH DE number 1664890
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Harmonic analysis on complex random systems |
scientific article; zbMATH DE number 1664890 |
Statements
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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