Introduction to Random Chaos: 1st Edition (Hardback) book cover

Introduction to Random Chaos

1st Edition

By Jerzy Szulga

Chapman and Hall/CRC

304 pages

Purchasing Options:$ = USD
Hardback: 9780412050916
pub: 1998-03-26

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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- unifying seemingly separate types of chaos into a network of theorems, procedures, and applications.

The concepts and techniques connect diverse areas of probability, algebra, and analysis and enhance numerous links between many fields of science.

Introduction to Random Chaos serves researchers and graduate students in probability, analysis, statistics, physics, and applicable areas of science and technology.


"[T]he book is a good mathematical treatise on Rademacher, Poisson, and Wiener stochastic processes and adequate random, or stochastic measures."

- Zentralblatt MATH, 1053

Table of Contents


Chaos Iteration


Discrete Time Homogeneous Chaos

Random Measure and Integral

Jump Processes

Wiener Chaos

Rademacher Chaos

Martingale Chaos

More Hypercontraction

Poisson Integration: Aftermath


Variation of Monotone Functions

Some Probability in F-Spaces

Stable and Pareto Variables

Subject Categories

BISAC Subject Codes/Headings:
MATHEMATICS / Probability & Statistics / Bayesian Analysis