Author : Vladimir I. Bogachev
Release : 2015-01-26
Genre : Mathematics
Kind : eBook
Book Rating : 69X/5 ( reviews)
Book Synopsis Gaussian Measures by : Vladimir I. Bogachev
Download or read book Gaussian Measures written by Vladimir I. Bogachev. This book was released on 2015-01-26. Available in PDF, EPUB and Kindle. Book excerpt: 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.