
140 
II. 
2)  Analogue and 
non 
separable, 
Let 
X  = 
{Xt, 
t E 
Rl} 
be 
a 
system 
i.i.d. 
ordinary 
random 
variables, each of 
which is 
subject 
to 
the 
standard 
Gaussian 
distribution 
N(O, 1). 
Then, 
the 
probability 
distribution 
v = IItERlLt,  where 
ILt 
is 
the 
distribution 
N(O, 
1). 
Proposition 
2.2. 
The  probability  measure  space  (RR, 
IItB
t
, 
v) 
is 
not 
an 
abstract Lebesgue space. 
With 
this 
property 
we 
see 
that 
the 
space L2(RR, 
v) 
is 
quite 
different from a 
white 
noise space, 
and 
it 
is 
not 
useful 
in 
the 
calculus 
of 
random 
functionals. 
3. 
Poisson 
noise 
i)  Background. 
We 
are 
going 
to 
propose a  new direction 
of 
the 
treatment 
of 
random 
functions which 
are 
expressed as functionals 
of 
Poisson noise, 
As was briefly mentioned 
in 
the 
motivation, 
we 
are 
asked 
to 
introduce 
a 
method 
of 
analyzing functionals of Poisson noise. 
An 
urgent 
request 
has 
come from 
the 
study 
of 
random 
phenomena 
the 
probability 
distribution 
of 
which is  of fractional power 
or 
of 
long (fat) tail. 
Standard 
distribution 
of 
this 
kind is 
the 
stable 
distribution. 
Suppose 
we 
are 
suggested 
to 
approximate 
the 
given  fractional  power 
distribution 
by a 
stable 
distribution. 
Th
en 
the 
next 
step 
is 
to 
determine 
the 
power 
CY, 
which is one of 
the 
significant characteristics of 
the 
distribution. 
To 
this 
end, one 
may 
think 
of 
the 
least 
square 
method 
in statistics. 
But 
it 
is 
not 
recommended by 
many 
important 
reasons.  Here we  do 
not 
go into 
details 
on 
this 
problem.  A  reasonable 
method 
uses 
the 
evaluation 
of 
the 
area 
given by 
the 
histogram 
of 
the 
data 
over intervals far from 
O. 
Even 
the 
power 
CY 
is 
obtained, 
we 
can 
not 
investigate 
the 
structure 
of 
the 
given 
random 
phenomena
. 
In 
reality, 
we 
have d
ete
rmined 
only one-
dimensional distribution, 
it 
does 
not 
provide enough information for 
the 
determination 
of 
the 
random 
phenomena 
in 
question. 
ii) 
Wh
at 
we 
can 
do is 
that 
we 
try 
to 
discover 
the 
history 
of 
the 
phe-
nomena, 
together 
with 
its 
environment.  A  favorable  case is 
that 
the 
given 
stable 
distribution 
can 
be 
regarded as 
what 
is  evaluated 
at 
some 
instant 
from a 
stable 
stochastic process. 
One 
may 
think 
that 
because 
of 
the 
circumstance 
of 
the 
environment, 
the 
observed 
data 
might 
have come from 
the 
accumulation 
of 
independent 
data