Gaussian Measures in Finite and Infinite Dimensions
This text provides a concise introduction, suitable for a one-semester special topics course, to the remarkable properties of Gaussian measures on both finite and infinite dimensional spaces. It begins with a brief resumé of probabilistic results in which Fourier analysis plays an essential role, an...
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| Format: | Electronisk eBog |
| Sprog: | engelsk |
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Cham :
Springer International Publishing : Imprint: Springer,
2023.
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| Udgivelse: | 1st ed. 2023. |
| Serier: | Universitext,
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| Online adgang: | https://doi.org/10.1007/978-3-031-23122-3 |
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