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American Mathematical Society Gaussian Measures (Mathematical Surveys and Monographs)

Name: Gaussian Measures (Mathematical Surveys and Monographs)
Brand: American Mathematical Society

Mathematical Analysis

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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.

Product Specifications

Brand: American Mathematical Society
Format: paperback
ASIN: 147041869X
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Mathematical Analysis
Domain: Amazon UK
Release Date: 30 June 2015
Listed Since: 28 April 2015

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American Mathematical Society Gaussian Measures (Mathematical Surveys and Monographs)

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