This text provides a concise introduction, suitable for a one-semester special topicscourse, to the remarkable properties of Gaussian measures on both finite and infinitedimensional spaces. It begins with a brief resum??? of probabilistic results in which Fourieranalysis plays an essential role, and those results are then applied to derive a few basicfacts about Gaussian measures on finite dimensional spaces. In anticipation of the analysisof Gaussian measures on infinite dimensional spaces, particular attention is given to ...
Read More
This text provides a concise introduction, suitable for a one-semester special topicscourse, to the remarkable properties of Gaussian measures on both finite and infinitedimensional spaces. It begins with a brief resum??? of probabilistic results in which Fourieranalysis plays an essential role, and those results are then applied to derive a few basicfacts about Gaussian measures on finite dimensional spaces. In anticipation of the analysisof Gaussian measures on infinite dimensional spaces, particular attention is given to thoseproperties of Gaussian measures that are dimension independent, and Gaussian processesare constructed. The rest of the book is devoted to the study of Gaussian measures onBanach spaces. The perspective adopted is the one introduced by I. Segal and developedby L. Gross in which the Hilbert structure underlying the measure is emphasized.The contents of this bookshould be accessible to either undergraduate or graduatestudents who are interested in probability theory and have a solid background in Lebesgueintegration theory and a familiarity with basic functional analysis. Although the focus ison Gaussian measures, the book introduces its readers to techniques and ideas that haveapplications in other contexts.
Read Less
Add this copy of Gaussian Measures in Finite and Infinite Dimensions to cart. $53.16, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 2023 by Springer International Publishing AG.
Add this copy of Gaussian Measures in Finite and Infinite Dimensions to cart. $53.47, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 2023 by Springer International Publishing AG.
Add this copy of Gaussian Measures in Finite and Infinite Dimensions to cart. $54.20, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 2023 by Springer International Publishing AG.
Add this copy of Gaussian Measures in Finite and Infinite Dimensions to cart. $78.11, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2023 by Springer.