대한수학회지 (Journal of the Korean Mathematical Society)
- 제35권3호
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- Pages.575-581
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- 1998
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- 0304-9914(pISSN)
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- 2234-3008(eISSN)
WHITE NOISE APPROACH TO FLUCTUATIONS
초록
We are interested in random phenomena that will vary as time goes by, being interfered with by fluctuation. These phenomena are often expressed as functionals of white noise. We therefore discuss the analysis of those functionals, where the white noise is understood as a system of idealized elementary random variables. The system is, in many cases, taken to be the innovation of the given random phenomena. The use of the innovation provides a powerful tool to investigate stochastic processes and random fields in line with white noise analysis.