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Gaussian Hilbert Spaces Book

Gaussian Hilbert Spaces
Gaussian Hilbert Spaces, This book treats the very special and fundamental mathematical properties of a family of Gaussian (or normal) random variables. Such random variables have many applications in probability theory, statistics and theoretical physics. The book concentrates o, Gaussian Hilbert Spaces has a rating of 3 stars
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Gaussian Hilbert Spaces, This book treats the very special and fundamental mathematical properties of a family of Gaussian (or normal) random variables. Such random variables have many applications in probability theory, statistics and theoretical physics. The book concentrates o, Gaussian Hilbert Spaces
3 out of 5 stars based on 2 reviews
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  • Gaussian Hilbert Spaces
  • Written by author Svante Janson
  • Published by Cambridge University Press, June 1997
  • This book treats the very special and fundamental mathematical properties of a family of Gaussian (or normal) random variables. Such random variables have many applications in probability theory, statistics and theoretical physics. The book concentrates o
  • This book treats the fundamental mathematical properties that hold for a family of Gaussian random variables.
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Book Categories

Authors

Introduction
Ch. 1Gaussian spaces1
Ch. 2Wiener chaos17
Ch. 3Wick products23
Ch. 4Tensor products and Fock space42
Ch. 5Hypercontractivity57
Ch. 6Variables with finite chaos decompositions78
Ch. 7Stochastic integration86
Ch. 8Gaussian stochastic processes117
Ch. 9Conditioning127
Ch. 10Pairs of Gaussian subspaces142
Ch. 11Limit theorems for generalized U-statistics150
Ch. 12Applications to operator theory184
Ch. 13Some operators from quantum physics197
Ch. 14The Cameron Martin shift216
Ch. 15Malliavin calculus228
Ch. 16Transforms286
App. AThe monotone class theorem309
App. BStochastic processes311
App. CBanach-space-valued functions and random variables312
App. DPolarization314
App. ETensor products315
App. FReproducing Hilbert Spaces323
App. GAnalytic functions in Banach spaces326
App. HHilbert-Schmidt operators and singular numbers327
References329
Index of notation335
Index337


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Gaussian Hilbert Spaces, This book treats the very special and fundamental mathematical properties of a family of Gaussian (or normal) random variables. Such random variables have many applications in probability theory, statistics and theoretical physics. The book concentrates o, Gaussian Hilbert Spaces

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Gaussian Hilbert Spaces, This book treats the very special and fundamental mathematical properties of a family of Gaussian (or normal) random variables. Such random variables have many applications in probability theory, statistics and theoretical physics. The book concentrates o, Gaussian Hilbert Spaces

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Gaussian Hilbert Spaces, This book treats the very special and fundamental mathematical properties of a family of Gaussian (or normal) random variables. Such random variables have many applications in probability theory, statistics and theoretical physics. The book concentrates o, Gaussian Hilbert Spaces

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