A Note on General Setting of White Noise Triple and Positive Generalized Functions
نویسنده
چکیده
[E ]u ⊂ L2(E∗, μ) ⊂ [E ]u, and to characterize white noise test function space [E ]u and generalized function space [E ]u in the series of papers [1],[2],[3],[4],[5]. The notion of Legendre transformation plays important roles to examine relationships between the growth order of holomorphic functions (S-transform) and the CKS-space of white noise test and generalized functions. It is well-known that a positive generalized function is induced by a Hida measure ν (generalized measure). A Hida measure can be characterized by integrability conditions on a function inducing the above triple ([5]). See also [20],[21],[25] for an overview of other recent developments in white noise analysis. This short note is organized as follows. In Section 2, we give a short summary of white noise analysis including AKK’s results. A certain class of convex functions will be introduced to make use of Legendre transformation and dual functions for our purposes. In Section 3, we restate the characterization theorems of the spaces of white noise test and generalized functions given in [3],[5]. In Section 4, we give a quick review of the basic facts on the theory of positive generalized functions [12],[19],[29]. Finally, we discuss the characterization of a Hida measure (Theorem 4.5). In this connection, we present the grey noise and the Poisson noise measures as typical examples inducing positive generalized functions (Examples 4.7 and 4.8, respectively).
منابع مشابه
GENERALIZED POSITIVE DEFINITE FUNCTIONS AND COMPLETELY MONOTONE FUNCTIONS ON FOUNDATION SEMIGROUPS
A general notion of completely monotone functionals on an ordered Banach algebra B into a proper H*-algebra A with an integral representation for such functionals is given. As an application of this result we have obtained a characterization for the generalized completely continuous monotone functions on weighted foundation semigroups. A generalized version of Bochner’s theorem on foundation se...
متن کاملGeneral Characterization Theorems and Intrinsic Topologies in White Noise Analysis
Let u be a positive continuous function on [0,∞) satisfying the conditions: (i) limr→∞ r−1/2 log u(r) = ∞, (ii) infr≥0 u(r) = 1, (iii) limr→∞ r log u(r) < ∞, (iv) the function logu(x), x ≥ 0, is convex. A Gel’fand triple [E]u ⊂ (L) ⊂ [E]u is constructed by making use of the Legendre transform of u discussed in [4]. We prove a characterization theorem for generalized functions in [E]u and also f...
متن کاملThe Representation of Conditional Expectations for Non-gaussian Noise
Recently, the martingale property and conditional expectations w.r.t. the natural filtration of Brownian motion for (generalized) processes have been studied by [9], [3], [6], and [8] in the context of white noise analysis. For regular processes these characterizations are an immediate consequence of the chaos expansion w.r.t. multiple stochastic integrals. They have turned out to be useful for...
متن کاملDifferent Colors of Noise and Their Application in Psychoacoustics: A Review Study
Introduction: The study of noise has always been of interest to occupational health professionals as a harmful physical factor in the workplace. However, the psychological and psychoacoustic aspects of noise in the workplace have been less studied. This study has dealt with different colors of noise and their applications in psychoacoustics. Material and Methods: This review study was conducte...
متن کاملEffect of Sentiments on Macroeconomic Variables in Iran: A Dynamic Stochastic General Equilibrium Approach
This study aims to evaluate the effect of sentiments on Iran's economy through a New Keynesian Dynamic Stochastic General Equilibrium model in a closed economy. In this study, the coefficients of the proposed model are calibrated and estimated using the quarterly data of Iran's economy from 2004 to 2015. It shows that in the presence of sentiment, how stochastic impulses affect the main macroec...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2001