304 Pages
by
Chapman & Hall
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-... Read more
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
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
Biography
Jerzy Szulga is Professor of Mathematics at Auburn University in Alabama, US.
"[T]he book is a good mathematical treatise on Rademacher, Poisson, and Wiener stochastic processes and adequate random, or stochastic measures."
- Zentralblatt MATH, 1053
