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Gaussian Hilbert Spaces : Cambridge Tracts in Mathematics - Svante Janson

Gaussian Hilbert Spaces

Cambridge Tracts in Mathematics

Hardcover Published: 15th February 2005
ISBN: 9780521561280
Number Of Pages: 352

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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.

'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 ' ... a well-written study ...' European Mathematical Society

Gaussian Hilbert spaces
Wiener chaos
Wick products
Tensor products and Fock spaces
Hypercontractivity
Distributions of variables with finite chaos expansions
Stochastic integration
Gaussian stochastic processes
Conditioning
Limit theorems for generalized U-statistics
Applications to operator theory
Some operators from quantum physics
The Cameron-Martin shift
Malliavin calculus
Transforms
Appendices
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9780521561280
ISBN-10: 0521561280
Series: Cambridge Tracts in Mathematics
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 352
Published: 15th February 2005
Publisher: Cambridge University Press
Country of Publication: GB
Dimensions (cm): 22.8 x 15.2  x 2.4
Weight (kg): 0.69