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Edité par Springer International Publishing, 2023
ISBN 10 : 303123121X ISBN 13 : 9783031231216
Langue: anglais
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Ajouter au panierTaschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - This text provides a concise introduction, suitable for a one-semester special topicscourse, to the remarkable properties of Gaussian measures on both finite and infinitedimensional spaces. It begins with a brief resumé of probabilistic results in which Fourieranalysis plays an essential role, and those results are then applied to derive a few basicfacts about Gaussian measures on finite dimensional spaces. In anticipation of the analysisof Gaussian measures on infinite dimensional spaces, particular attention is given to thoseproperties of Gaussian measures that are dimension independent, and Gaussian processesare constructed. The rest of the book is devoted to the study of Gaussian measures onBanach spaces. The perspective adopted is the one introduced by I. Segal and developedby L. Gross in which the Hilbert structure underlying the measure is emphasized.The contents of this bookshould be accessible to either undergraduate or graduatestudents who are interested in probability theory and have a solid background in Lebesgueintegration theory and a familiarity with basic functional analysis. Although the focus ison Gaussian measures, the book introduces its readers to techniques and ideas that haveapplications in other contexts.
Edité par Springer International Publishing, Springer International Publishing Feb 2023, 2023
ISBN 10 : 303123121X ISBN 13 : 9783031231216
Langue: anglais
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Ajouter au panierTaschenbuch. Etat : Neu. Neuware -of Gaussian measures on infinite dimensional spaces, particular attention is given to thoseSpringer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 156 pp. Englisch.
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ISBN 10 : 303123121X ISBN 13 : 9783031231216
Langue: anglais
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Ajouter au panierKartoniert / Broschiert. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Text avoid heavy technical machinery common in the study of stochastic processesRapid intro to several major areas of math, even outside of Gaussian Measure TheoryUseful in a topics course and as reference in a less specialized course or .
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Edité par Springer International Publishing Feb 2023, 2023
ISBN 10 : 303123121X ISBN 13 : 9783031231216
Langue: anglais
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Ajouter au panierTaschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This text provides a concise introduction, suitable for a one-semester special topicscourse, to the remarkable properties of Gaussian measures on both finite and infinitedimensional spaces. It begins with a brief resumé of probabilistic results in which Fourieranalysis plays an essential role, and those results are then applied to derive a few basicfacts about Gaussian measures on finite dimensional spaces. In anticipation of the analysisof Gaussian measures on infinite dimensional spaces, particular attention is given to thoseproperties of Gaussian measures that are dimension independent, and Gaussian processesare constructed. The rest of the book is devoted to the study of Gaussian measures onBanach spaces. The perspective adopted is the one introduced by I. Segal and developedby L. Gross in which the Hilbert structure underlying the measure is emphasized.The contents of this bookshould be accessible to either undergraduate or graduatestudents who are interested in probability theory and have a solid background in Lebesgueintegration theory and a familiarity with basic functional analysis. Although the focus ison Gaussian measures, the book introduces its readers to techniques and ideas that haveapplications in other contexts. 156 pp. Englisch.