Gaussian Hilbert Spaces
£138.00
Part of Cambridge Tracts in Mathematics
- Author: Svante Janson
- Date Published: June 1997
- availability: Available
- format: Hardback
- isbn: 9780521561280
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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.
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'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
See more reviews' … a well-written study …' European Mathematical Society
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×Product details
- Date Published: June 1997
- format: Hardback
- isbn: 9780521561280
- length: 352 pages
- dimensions: 236 x 157 x 24 mm
- weight: 0.638kg
- availability: Available
Table of Contents
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.
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