Gaussian Measures in Finite and Infinite Dimensions

Gaussian Measures in Finite and Infinite Dimensions
Author :
Publisher : Springer Nature
Total Pages : 152
Release :
ISBN-10 : 9783031231223
ISBN-13 : 3031231228
Rating : 4/5 (228 Downloads)

Book Synopsis Gaussian Measures in Finite and Infinite Dimensions by : Daniel W. Stroock

Download or read book Gaussian Measures in Finite and Infinite Dimensions written by Daniel W. Stroock and published by Springer Nature. This book was released on 2023-02-15 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text provides a concise introduction, suitable for a one-semester special topicscourse, to the remarkable properties of Gaussian measures on both finite and infinitedimensional spaces. It begins with a brief resumé of probabilistic results in which Fourieranalysis plays an essential role, and those results are then applied to derive a few basicfacts about Gaussian measures on finite dimensional spaces. In anticipation of the analysisof Gaussian measures on infinite dimensional spaces, particular attention is given to those/divproperties of Gaussian measures that are dimension independent, and Gaussian processesare constructed. The rest of the book is devoted to the study of Gaussian measures onBanach spaces. The perspective adopted is the one introduced by I. Segal and developedby L. Gross in which the Hilbert structure underlying the measure is emphasized.The contents of this book should be accessible to either undergraduate or graduate/divstudents who are interested in probability theory and have a solid background in Lebesgueintegration theory and a familiarity with basic functional analysis. Although the focus ison Gaussian measures, the book introduces its readers to techniques and ideas that haveapplications in other contexts.


Gaussian Measures in Finite and Infinite Dimensions Related Books

Gaussian Measures in Finite and Infinite Dimensions
Language: en
Pages: 152
Authors: Daniel W. Stroock
Categories: Mathematics
Type: BOOK - Published: 2023-02-15 - Publisher: Springer Nature

DOWNLOAD EBOOK

This text provides a concise introduction, suitable for a one-semester special topicscourse, to the remarkable properties of Gaussian measures on both finite an
Gaussian Measures
Language: en
Pages: 450
Authors: Vladimir I. Bogachev
Categories: Mathematics
Type: BOOK - Published: 2015-01-26 - Publisher: American Mathematical Soc.

DOWNLOAD EBOOK

This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with complete and detailed proofs fundamental facts about finite
Measures on Infinite Dimensional Spaces
Language: en
Pages: 276
Authors: Yasuo Yamasaki
Categories: Science
Type: BOOK - Published: 1985 - Publisher: World Scientific

DOWNLOAD EBOOK

This book is based on lectures given at Yale and Kyoto Universities and provides a self-contained detailed exposition of the following subjects: 1) The construc
Mathematics of Quantization and Quantum Fields
Language: en
Pages: 689
Authors: Jan Dereziński
Categories: Science
Type: BOOK - Published: 2023-01-31 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This 2013 book, now OA, offers a definitive review of mathematical aspects of quantization and quantum field theory.
Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions
Language: en
Pages: 248
Authors: N.V. Krylov
Categories: Mathematics
Type: BOOK - Published: 2006-11-15 - Publisher: Springer

DOWNLOAD EBOOK

Kolmogorov equations are second order parabolic equations with a finite or an infinite number of variables. They are deeply connected with stochastic differenti