ENGLISH

Gaussian measures

By Vladimir I. Bogachev

Book information

Publisher
AMS
Year
1998
ISBN
9780821810545, 0821810545
LCC
QA312 .B6413 1998
Open Library ID
OL366757M
Language
english
Format
DJVU
Filesize
5 MB (4971744 bytes)
Series
Mathematical Surveys and Monographs
Pages
441\441
Library
Kolxo3
DPI
300
Time added
2010-07-29 05:14:56

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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