ENGLISH

Gaussian Measures (Mathematical Surveys and Monographs)

By Vladimir I. Bogachev

Book information

Publisher
American Mathematical Society
Year
1998
ISBN
0821810545, 9780821810545
LCC
QA312 .B6413 1998
Open Library ID
OL366757M
Language
english
Format
PDF
Filesize
13 MB (13372648 bytes)
Series
Mathematical Surveys and Monographs
Pages
449\449
Scanned
yes
Time added
2010-05-31 15:29:46

Description

This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with complete and detailed proofs fundamental facts about finite and infinite dimensional Gaussian distributions. Covered topics include linear properties, convexity, linear and nonlinear transformations, and applications to Gaussian and diffusion processes. Suitable for use as a graduate text and/or a reference work, this volume contains many examples, exercises, and an extensive bibliography. It brings together many results that have not appeared previously in book form.

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