Gaussian Hilbert Spaces
Published on 1. March 2008
Book
Paperback/Softback
352 pages
978-0-521-05720-2 (ISBN)
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.
Reviews / Votes
'This book could be an excellent text for students who would like to learn this subject, and it could also be helpful for researchers, taking into account the great care and completeness of its presentation.' Bulletin of the London Mathematics Society ' ... a well-written study ...' European Mathematical SocietyMore details
Series
Language
English
Place of publication
Cambridge
United Kingdom
Target group
Professional and scholarly
Product notice
Paperback (trade)
Illustrations
Worked examples or Exercises
Dimensions
Height: 229 mm
Width: 152 mm
Thickness: 21 mm
Weight
572 gr
ISBN-13
978-0-521-05720-2 (9780521057202)
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Schweitzer Classification
Content
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.