On Powers of Gaussian White Noise
نویسندگان
چکیده
منابع مشابه
Generalized free Gaussian white noise
Based on an adequate new Gel’fand triple, we construct the infinite dimensional free Gaussian white noise measure μ using the Bochner-Minlos theorem. Next, we give the chaos decomposition of an L2 space with respect to the measure μ .
متن کاملWhite Noise Representation of Gaussian Random Fields
We obtain a representation theorem for Banach space valued Gaussian random variables as integrals against a white noise. As a corollary we obtain necessary and sufficient conditions for the existence of a white noise representation for a Gaussian random field indexed by a measure space. We then show how existing theory for integration with respect to Gaussian processes indexed by [0, 1] can be ...
متن کاملHigher Powers of White Noise and Conformal Field Theory
Abstract. The Virasoro–Zamolodchikov Lie algebra w∞ has been widely studied in string theory and in conformal field theory. The renormalized higher (≥ 3) powers of quantum white noise (RHPWN) algebra has been recently investigated in quantum probability. We prove that, after introducing a new renormalization technique, the RHPWN Lie algebra can be identified with a second quantization of the w∞...
متن کاملAdaptive AR modeling in white Gaussian noise
Autoregressive (AR) modeling is widely used in signal processing. The coefficients of an AR model can be easily obtained with a least mean square (LMS) prediction error filter. However, it is known that this filter gives a biased solution when the input signal is corrupted by white Gaussian noise. Treichler suggested the -LMS algorithm to remedy this problem and proved that the mean weight vect...
متن کاملTracking of signal and its derivatives in Gaussian white noise
For the observation model “signal + white Gaussian noise”, an on-line tracking algorithm for signal and its derivatives is proposed. The tracking algorithm applies to a class of signals with derivative up to the k-th order. The asymptotic optimality in the minimax sense, with respect to small intensity of noise, is established.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2011
ISSN: 0018-9448,1557-9654
DOI: 10.1109/tit.2011.2158062