Product Description
Gaussian Hilbert Spaces
This book treats the fundamental mathematical properties that hold for a family of Gaussian random variables.
Svante Janson (Author)
9780521561280, Cambridge University Press
Hardback, published 12 June 1997
352 pages
23.6 x 15.7 x 2.4 cm, 0.638 kg
' \u2026 a well-written study \u2026' European Mathematical Society
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.
1. Gaussian Hilbert spaces
2. Wiener chaos
3. Wick products
4. Tensor products and Fock spaces
5. Hypercontractivity
6. Distributions of variables with fini]
Gaussian Hilbert Spaces Janson Hardback Cambridge University Press 9780521561280
Gaussian Hilbert Spaces
This book treats the fundamental mathematical properties that hold for a family of Gaussian random variables.
Svante Janson (Author)
9780521561280, Cambridge University Press
Hardback, published 12 June 1997
352 pages
23.6 x 15.7 x 2.4 cm, 0.638 kg
' \u2026 a well-written study \u2026' European Mathematical Society
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.
1. Gaussian Hilbert spaces
2. Wiener chaos
3. Wick products
4. Tensor products and Fock spaces
5. Hypercontractivity
6. Distributions of variables with fini]
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