Svante Janson
Cambridge University Press
e druk, 2008
9780521057202
Gaussian Hilbert Spaces
Specificaties
Paperback, 352 blz.
|
Engels
Cambridge University Press |
e druk, 2008
ISBN13: 9780521057202
Rubricering
Onderdeel van serie
Cambridge Tracts in
Levertijd ongeveer 8 werkdagen
Samenvatting
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.
Specificaties
ISBN13:9780521057202
Taal:Engels
Bindwijze:Paperback
Aantal pagina's:352
Uitgever:Cambridge University Press
Serie:Cambridge Tracts in
Inhoudsopgave
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.