Gaussian Hilbert spaces
Author(s)
Bibliographic Information
Gaussian Hilbert spaces
（Cambridge tracts in mathematics, 129）
Cambridge University Press, 1997
Available at 70 libraries
Note
Bibliography: p. 329-334
Includes indexes
Description and Table of Contents
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 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.
Table of Contents
- 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.
by "Nielsen BookData"