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Physical systems with random uncertainties: Chaos representations with arbitrary probability measure. (English) Zbl 1075.60084

A general stochastic physical system is thought of as a nonlinear transformation of a finite set of basic random variables defined on a suitable product space. The finite-dimensional chaos decomposition is constructed as a tensorized Hilbert base.

MSC:

60H35 Computational methods for stochastic equations (aspects of stochastic analysis)
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
60H25 Random operators and equations (aspects of stochastic analysis)
60H40 White noise theory
65C50 Other computational problems in probability (MSC2010)
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