Gaussian Measures in Finite and Infinite Dimensions / Universitext (PDF)
(Sprache: Englisch)
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...
sofort als Download lieferbar
Bisher 54.99 €
Aktionspreis bis 30.06.2024*
Aktionspreis bis 30.06.2024*
eBook (pdf) -60%
21.99 €
*befristete Preissenkung des Verlages
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenloser tolino webreader
Produktdetails
Produktinformationen zu „Gaussian Measures in Finite and Infinite Dimensions / Universitext (PDF)“
This text provides a concise introduction, suitable for a one-semester special topics
course, to the remarkable properties of Gaussian measures on both finite and infinite
dimensional spaces. It begins with a brief resumé of probabilistic results in which Fourier
analysis plays an essential role, and those results are then applied to derive a few basic
facts about Gaussian measures on finite dimensional spaces. In anticipation of the analysis
of Gaussian measures on infinite dimensional spaces, particular attention is given to thoseproperties of Gaussian measures that are dimension independent, and Gaussian processes
are constructed. The rest of the book is devoted to the study of Gaussian measures on
Banach spaces. The perspective adopted is the one introduced by I. Segal and developed
by 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 Lebesgue
integration theory and a familiarity with basic functional analysis. Although the focus is
on Gaussian measures, the book introduces its readers to techniques and ideas that have
applications in other contexts.
Autoren-Porträt von Daniel W. Stroock
Daniel W. Stroock is Emeritus professor of mathematics at MIT. He is a respected mathematician in the areas of analysis, probability theory and stochastic processes. Prof. Stroock has had an active career in both the research and education. From 2002 until 2006, he was the first holder of the second Simons Professorship of Mathematics. In addition, he has held several administrative posts, some within the university and others outside. In 1996, the AMS awarded him together with his former colleague jointly S.R.S. Varadhan the Leroy P. Steele Prize for seminal contributions to research in stochastic processes. Finally, he is a member of both the American Academy of Arts and Sciences, the National Academy of Sciences and a foreign member of the Polish Academy of Arts and Sciences.
Bibliographische Angaben
- Autor: Daniel W. Stroock
- 2023, 1st ed. 2023, 144 Seiten, Englisch
- Verlag: Springer International Publishing
- ISBN-10: 3031231228
- ISBN-13: 9783031231223
- Erscheinungsdatum: 15.02.2023
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: PDF
- Größe: 1.54 MB
- Ohne Kopierschutz
- Vorlesefunktion
Sprache:
Englisch
Kommentar zu "Gaussian Measures in Finite and Infinite Dimensions / Universitext"
Schreiben Sie einen Kommentar zu "Gaussian Measures in Finite and Infinite Dimensions / Universitext".
Kommentar verfassen