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Gaussian Measures
Vladimir I. Bogachev
€ 146.60
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Description for Gaussian Measures
Paperback. Provides a systematic exposition of the modern theory of Gaussian measures. It presents 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. Series: Mathematical Surveys and Monographs. Num Pages: 433 pages. BIC Classification: PBK; PBT. Category: (P) Professional & Vocational. Dimension: 254 x 178. Weight in Grams: 525.
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.
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.
Product Details
Format
Paperback
Publication date
2015
Publisher
American Mathematical Society
Condition
New
Series
Mathematical Surveys and Monographs
Number of Pages
433
Place of Publication
Providence, United States
ISBN
9781470418694
SKU
V9781470418694
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
About Vladimir I. Bogachev
Vladimir I. Bogachev, Moscow State University, Russia.
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