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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Bibliographic Details

Main Author:	Stroock, Daniel W. (Author)
Corporate Author:	SpringerLink (Online service)
Format:	Electronic eBook
Language:	English
Published:	Cham : Springer International Publishing : Imprint: Springer, 2023.
Edition:	1st ed. 2023.
Series:	Universitext,
Subjects:	Probabilities. Mathematical analysis. Geometry. Probability Theory. Analysis.
Online Access:	https://doi.org/10.1007/978-3-031-23122-3
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