Background
Hida, Takeyuki was born on November 12, 1927 in Okazaki, Japan. Son of Koichi and Fumi (Mitsui) Ota.
(Following the publication of the Japanese edition of this...)
Following the publication of the Japanese edition of this book, several inter esting developments took place in the area. The author wanted to describe some of these, as well as to offer suggestions concerning future problems which he hoped would stimulate readers working in this field. For these reasons, Chapter 8 was added. Apart from the additional chapter and a few minor changes made by the author, this translation closely follows the text of the original Japanese edition. We would like to thank Professor J. L. Doob for his helpful comments on the English edition. T. Hida T. P. Speed v Preface The physical phenomenon described by Robert Brown was the complex and erratic motion of grains of pollen suspended in a liquid. In the many years which have passed since this description, Brownian motion has become an object of study in pure as well as applied mathematics. Even now many of its important properties are being discovered, and doubtless new and useful aspects remain to be discovered. We are getting a more and more intimate understanding of Brownian motion.
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( Encompassing both introductory and more advanced resear...)
Encompassing both introductory and more advanced research material, these notes deal with the author's contributions to stochastic processes and focus on Brownian motion processes and its derivative white noise. Originally published in 1970. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These paperback editions preserve the original texts of these important books while presenting them in durable paperback editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
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(Aimed at students and researchers in mathematics, communi...)
Aimed at students and researchers in mathematics, communications engineering, and economics, this book describes the probabilistic structure of a Gaussian process in terms of its canonical representation (or its innovation process). Multiple Markov properties of a Gaussian process and equivalence problems of Gaussian processes are clearly presented. The authors' approach is unique, involving causality in time evolution and information-theoretic aspects. Because the book is self-contained and only requires background in the fundamentals of probability theory and measure theory, it would be suitable as a textbook at the senior undergraduate or graduate level.
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educator mathematics researcher
Hida, Takeyuki was born on November 12, 1927 in Okazaki, Japan. Son of Koichi and Fumi (Mitsui) Ota.
Bachelor of Science, Nagoya University, 1952. Doctor of Philosophy, Kyoto University, 1961.
Instructor Aichi-Gakugei University, Okazaki, Japan, 1952—1959. Assistant professor Kyoto University, Japan, 1959—1964. Professor mathematics Nagoya University, Japan, 1964—1991, dean, school science, 1976—1977, Meijo University, since 1991, dean, school science & technical, 1995—1999.
(Aimed at students and researchers in mathematics, communi...)
( Encompassing both introductory and more advanced resear...)
(Following the publication of the Japanese edition of this...)
Member Mathematics Society Japan, American Mathematics Society, International Statistical Institute.
Married Minami Hida, March 30, 1953. Children: Misachi Isogawa, Fumikazu Hida.