Gaussian Measures in Finite and Infinite Dimensions is popular PDF and ePub book, written by Daniel W. Stroock in 2023, it is a fantastic choice for those who relish reading online the Uncategoriezed genre. Let's immerse ourselves in this engaging Uncategoriezed book by exploring the summary and details provided below. Remember, Gaussian Measures in Finite and Infinite Dimensions can be Read Online from any device for your convenience.
Gaussian Measures in Finite and Infinite Dimensions Book PDF Summary
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 those properties 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 book should be accessible to either undergraduate or graduate students 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.
Detail Book of Gaussian Measures in Finite and Infinite Dimensions PDF
- Author : Daniel W. Stroock
- Release : 20 September 2024
- Publisher : Unknown
- ISBN : 3031231236
- Genre : Uncategoriezed
- Total Page : 0 pages
- Language : English
- PDF File Size : 7,6 Mb
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