Gaussian Measures In Finite And Infinite Dimensions

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Gaussian Measures

Gaussian Measures
Author :
Publisher : American Mathematical Soc.
Total Pages : 450
Release :
ISBN-10 : 9781470418694
ISBN-13 : 147041869X
Rating : 4/5 (69X Downloads)

Book Synopsis Gaussian Measures by : Vladimir I. Bogachev

Download or read book Gaussian Measures written by Vladimir I. Bogachev and published by American Mathematical Soc.. This book was released on 2015-01-26 with total page 450 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with complete and detailed proofs fundamental facts about finite and infinite dimensional Gaussian distributions. Covered topics include linear properties, convexity, linear and nonlinear transformations, and applications to Gaussian and diffusion processes. Suitable for use as a graduate text and/or a reference work, this volume contains many examples, exercises, and an extensive bibliography. It brings together many results that have not appeared previously in book form.


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