Gaussian Hilbert Spaces (Cambridge Tracts in Mathematics, Series Number 129) - Softcover

Janson, Svante

 
9780521057202: Gaussian Hilbert Spaces (Cambridge Tracts in Mathematics, Series Number 129)
Softcover
ISBN 10: 0521057205 ISBN 13: 9780521057202
Publisher: Cambridge University Press, 2008

Synopsis

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.

"synopsis" may belong to another edition of this title.

Book Description

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 book concentrates on the mathematical structures common to all these applications. Some of the applications are treated, in more or less detail.This will be an excellent resourse for all researchers whose work involves random variables.

Review

"The book is written in a clear...style and can also be used as the backbone of a graduate course on stochastic analysis with a view towards the applications in physics..." Monatshefte fur Mathematik

"About this title" may belong to another edition of this title.

Publisher
Cambridge University Press
Publication date
2008
Language
English
ISBN 10 
0521057205
ISBN 13 
9780521057202
Binding
Paperback
Number of pages
352

Other Popular Editions of the Same Title

9780521561280: Gaussian Hilbert Spaces (Cambridge Tracts in Mathematics, Series Number 129)

Featured Edition

ISBN 10:  0521561280 ISBN 13:  9780521561280
Publisher: Cambridge University Press, 1997
Hardcover