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.

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.

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