Gaussian Hilbert Spaces

TRAMA

This book treats the fundamental mathematical properties that hold for a family of Gaussian random variables.

NOTE EDITORE

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.

SOMMARIO

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.

PREFAZIONE

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.

ALTRE INFORMAZIONI

• Condizione: Nuovo
• ISBN: 9780521057202
• Collana: Cambridge Tracts in Mathematics
• Dimensioni: 229 x 19 x 152 mm Ø 520 gr
• Formato: Brossura
• Pagine Arabe: 352