Gaussian Hilbert Spaces

ISBN-13: 9780521057202 / Angielski / Miękka / 2008 / 352 str.

Svante Janson

Opis

This book treats the very special and fundamental mathematical properties of a family of Gaussian (or normal) random variables. Such random variables have many applications in probability theory, statistics and theoretical physics. The book concentrates on the mathematical structures common to all these applications. This will be an excellent resource for all researchers whose work involves random variables.