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Language: en
Pages: 272
Pages: 272
Type: BOOK - Published: 2020-02-26 - Publisher: John Wiley & Sons
At the nexus of probability theory, geometry and statistics, a Gaussian measure is constructed on a Hilbert space in two ways: as a product measure and via a ch
Language: en
Pages: 358
Pages: 358
Type: BOOK - Published: 1997-06-12 - Publisher: Cambridge University Press
This book treats the very special and fundamental mathematical properties that hold for a family of Gaussian (or normal) random variables. Such random variables
Language: en
Pages: 217
Pages: 217
Type: BOOK - Published: 2006-08-25 - Publisher: Springer Science & Business Media
Based on well-known lectures given at Scuola Normale Superiore in Pisa, this book introduces analysis in a separable Hilbert space of infinite dimension. It sta
Language: en
Pages: 369
Pages: 369
Type: BOOK - Published: 2011-06-28 - Publisher: Springer Science & Business Media
The book covers theoretical questions including the latest extension of the formalism, and computational issues and focuses on some of the more fruitful and pro
Language: en
Pages: 450
Pages: 450
Type: BOOK - Published: 2015-01-26 - Publisher: American Mathematical Soc.
This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with complete and detailed proofs fundamental facts about finite
