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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| Materyal Türü: | Elektronik Ekitap |
| Dil: | İngilizce |
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Cham :
Springer International Publishing : Imprint: Springer,
2023.
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| Edisyon: | 1st ed. 2023. |
| Seri Bilgileri: | Universitext,
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| Konular: | |
| Online Erişim: | https://doi.org/10.1007/978-3-031-23122-3 |
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İçindekiler:
- Preface
- 1. Characteristic Functions
- 2. Gaussian Measures and Families
- 3. Gaussian Measures on a Banach Space
- 4. Further Properties and Examples of Abstract Wiener Spaces
- References
- Index.