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Gaussian Measures (Mathematical Surveys and Monographs) PDF

449 Pages·1998·12.753 MB·English
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by Vladimir I. Bogachev| 1998| 449 pages| 12.753| English

About Gaussian Measures (Mathematical Surveys and Monographs)

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.

Detailed Information

Author:Vladimir I. Bogachev
Publication Year:1998
ISBN:9780821810545
Pages:449
Language:English
File Size:12.753
Format:PDF
Price:FREE
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