Gaussian Hilbert Spaces

AvSvante Janson

Häftad, Engelska, 2008

Del 129 i serien Cambridge Tracts in Mathematics

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Beskrivning

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.

Produktinformation

Utgivningsdatum:2008-03-01
Mått:152 x 229 x 19 mm
Vikt:520 g
Format:Häftad
Språk:Engelska
Serie:Cambridge Tracts in Mathematics
Antal sidor:352
Förlag:Cambridge University Press
ISBN:9780521057202

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Beräkning och matematisk analys inom Naturvetenskap och teknik

Recensioner i media

'This book could be an excellent text for students who would like to learn this subject, and it could also be helpful for researchers, taking into account the great care and completeness of its presentation.' Bulletin of the London Mathematics Society

Innehållsförteckning

1. Gaussian Hilbert spaces; 2. Wiener chaos; 3. Wick products; 4. Tensor products and Fock spaces; 5. Hypercontractivity; 6. Distributions of variables with finite chaos expansions; 7. Stochastic integration; 8. Gaussian stochastic processes; 9. Conditioning; 10. Limit theorems for generalized U-statistics; 11. Applications to operator theory; 12. Some operators from quantum physics; 13. The Cameron-Martin shift; 14. Malliavin calculus; 15. Transforms; Appendices.