Gaussian Measures
Language: en
Pages: 450
Authors: Vladimir I. Bogachev
Categories: Mathematics
Type: BOOK - Published: 2015-01-26 - Publisher: American Mathematical Soc.

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This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with complete and detailed proofs fundamental facts about finite
Gaussian Measures in Banach Spaces
Language: en
Pages: 230
Authors: H.-H. Kuo
Categories: Mathematics
Type: BOOK - Published: 2006-11-14 - Publisher: Springer

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Gaussian Measures in Hilbert Space
Language: en
Pages: 272
Authors: Alexander Kukush
Categories: Mathematics
Type: BOOK - Published: 2020-02-26 - Publisher: John Wiley & Sons

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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
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

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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 Random Functions
Language: en
Pages: 347
Authors: M.A. Lifshits
Categories: Mathematics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

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It is well known that the normal distribution is the most pleasant, one can even say, an exemplary object in the probability theory. It combines almost all conc