相关论文: A note on general setting of white noise triple an…

A class of growth functions $u$ is introduced to construct Hida distributions and test functions. The Legendre transform $\ell_{u}$ of $u$ is used to define a sequence $\a(n)=(\ell_{u}(n) n!)^{-1}, n\geq 0$, of positive numbers. From this…

Let $u$ be a positive continuous function on $[0, \infty)$ satisfying the conditions: (i) $\lim_{r\to\infty} r^{-1/2}\log u(r)=\infty$, (ii) $\inf_{r\geq 0} u(r)=1$, (iii) $\lim_{r\to \infty}\break r^{-1}\log u(r)<\infty$, (iv) the function…

It is natural to ask whether "positivity" of white noise operators can be discussed in some sense and characterized. To answer this question, we consider the Gel'fand triple over the Complex Gaussian space $(\ce'_c,\m_c)$, i.e.…

The main purpose of this work is to prove Theorem 4.4, so-called, the characterization theorem of Hida measures (generalized measures). As examples of such measures, we shall present the Poisson noise measure and the Grey noise measure in…

We describe positive generalized functionals in Gaussian Analysis. We focus on distribution spaces larger than the space of Hida Distributions. It is shown that a positive distribution is represented by a measure with specific growth of its…

We study an infinite dimensional analysis with respect to the measure on Schwartz space of tempered distributions, corresponding to the distributional derivative of gamma process. Laguerre polynomials being orthogonal with respect to gamma…

A characterisation of the spaces $\mathcal{G}_K$ and $\mathcal{G}_K'$ introduced in Grothaus et al. (Methods Funct Anal Topol 3(2):46-64, 1997) and Potthoff and Timpel (Potential Anal 4(6):637-654, 1995) is given. A first characterisation…

We derive the Wick calculus for test and generalized functionals of noncommutative white noise corresponding to $q$-deformed commutation relations with $q\in(-1,1)$. We construct a Gel'fand triple centered at the $q$-deformed Fock space in…

In this paper we will develop a systematic method to answer the questions $(Q1)(Q2)(Q3)(Q4)$ (stated in Section 1) with complete generality. As a result, we can solve the difficulties $(D1)(D2)$ (discussed in Section 1) without uncertainty.…

Here we present an overview of countably-normed spaces. We discuss the main topologies--weak, strong, and inductive--placed on the dual of a countably-normed space and discuss the sigma-fields generated by these topologies. In particular,…

In this paper we establish a framework for normal approximation for white noise functionals by Stein's method and Hida calculus. Our work is inspired by that of Nourdin and Peccati (Probab. Theory Relat. Fields 145, 75-118, 2009), who…

We investigate the properties of the Wick square of Gaussian white noises through a new method to perform non linear operations on Hida distributions. This method lays in between the Wick product interpretation and the usual definition of…

Testing for white noise is a classical yet important problem in statistics, especially for diagnostic checks in time series modeling and linear regression. For high-dimensional time series in the sense that the dimension $p$ is large in…

Gel'fand triples of test and generalized functionals in Gaussian spaces are constructed and characterized.

We present two linear relations between an arbitrary (real tempered second order) generalized stochastic process over $\mathbb{R}^{d}$ and White Noise processes over $\mathbb{R}^{d}$. The first is that any generalized stochastic process can…

In White Noise Analysis (WNA), various random quantities are analyzed as elements of $(S)^{\ast}$, the space of Hida distributions ([1]). Hida distributions are generalized functions of white noise, which is to be naturally viewed as the…

This paper establishes a functional law of large numbers and a functional central limit theorem for marked Hawkes point measures and their corresponding shot noise processes. We prove that the normalized random measure can be approximated…

In this paper, we investigate the roles of compact sets in the space of tempered distributions $\mathscr{S}^{\prime}$. The key notion is "k-spaces", which constitute a fairly general class of topological spaces. In a k-space, the system of…

Tikhonov regularization is studied in the case of linear pseudodifferential operator as the forward map and additive white Gaussian noise as the measurement error. The measurement model for an unknown function $u(x)$ is \begin{eqnarray*}…

In this paper we present the groundwork for an It\^o/Malliavin stochastic calculus and Hida's white noise analysis in the context of a supersymmentry with Z3-graded algebras. To this end we establish a ternary Fock space and the…