HIDA DISTRIBUTION CONSTRUCTION OF NON-GAUSSIAN REFLECTION POSITIVE GENERALIZED RANDOM FIELDS

Author:

ALBEVERIO SERGIO1,YOSHIDA MINORU W.2

Affiliation:

1. Inst. Angewandte Mathematik, Universität Bonn, Wegelerstr. 6, D-53115 Bonn, Germany

2. Dept. Math., Kansai Univ., Yamate-Chyou 3-3-35 Suita, Osaka 561-8680, Japan

Abstract

Multiple stochastic integrals with respect to the Gaussian white noise indexed by Rd are used for the construction of reflection positive non-Gaussian [Formula: see text] valued random variables (random fields). This construction is then extended to a class of Hida distribution to consider several interesting examples. In particular, some new fields (without full Euclidean invariance but satisfying all other axioms, including space rotation invariance) are constructed through this probabilistic (and purely Euclidean) procedure.

Publisher

World Scientific Pub Co Pte Lt

Subject

Applied Mathematics,Mathematical Physics,Statistics and Probability,Statistical and Nonlinear Physics

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