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
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 Hilbert Spaces
Language: en
Pages: 358
Authors: Svante Janson
Categories: Mathematics
Type: BOOK - Published: 1997-06-12 - Publisher: Cambridge University Press

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This book treats the very special and fundamental mathematical properties that hold for a family of Gaussian (or normal) random variables. Such random variables
Analysis On Gaussian Spaces
Language: en
Pages: 483
Authors: Yaozhong Hu
Categories: Mathematics
Type: BOOK - Published: 2016-08-30 - Publisher: World Scientific

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'Written by a well-known expert in fractional stochastic calculus, this book offers a comprehensive overview of Gaussian analysis, with particular emphasis on n