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Gaussian Measures
Paperback
€140.50
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- Book Synopsis
- 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.
- About The Author
- Vladimir I. Bogachev, Moscow State University, Russia.
- Product Details
-
- ISBN
- 9781470418694
- Format
- Paperback
- Publisher
- American Mathematical Society, (29 June 2015)
- Number of Pages
- 433
- Weight
- 788 grams
- Language
- English
- Dimensions
- 254 x 178 x 25 mm
- Series:
- See all books in this series
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