Del 129 - Cambridge Tracts in Mathematics

Gaussian Hilbert Spaces

Inbunden, Engelska, 1997

AvSvante Janson,Bela Bollobas,W. Fulton

2 389 kr

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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 have many applications in probability theory, other parts of mathematics, statistics and theoretical physics. The emphasis throughout this book is on the mathematical structures common to all these applications. This will be an excellent resource for all researchers whose work involves random variables.

Produktinformation

Utgivningsdatum1997-06-12
Mått157 x 236 x 24 mm
Vikt638 g
FormatInbunden
SpråkEngelska
SerieCambridge Tracts in Mathematics
Antal sidor352
FörlagCambridge University Press
ISBN9780521561280

Tillhör följande kategorier

1. Gaussian Hilbert spaces; 2. Wiener chaos; 3. Wick products; 4. Tensor products and Fock spaces; 5. Hypercontractivity; 6. Distributions of variables with finite chaos expansions; 7. Stochastic integration; 8. Gaussian stochastic processes; 9. Conditioning; 10. Limit theorems for generalized U-statistics; 11. Applications to operator theory; 12. Some operators from quantum physics; 13. The Cameron-Martin shift; 14. Malliavin calculus; 15. Transforms; Appendices.

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