This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with complete and detailed proofs fundamental facts about finite and infinite dimensional Gaussian distributions. Covered topics include linear properties, convexity, linear and nonlinear transformations, and applications to Gaussian and diffusion processes. Suitable for use as a graduate text and/or a reference work, this volume contains many examples, exercises, and an extensive bibliography. It brings together many results that have not appeared previously in book form.
- ISBN13 9781470418694
- Publish Date 30 June 2015 (first published 1 January 1998)
- Publish Status Active
- Publish Country US
- Imprint American Mathematical Society
- Format Paperback
- Pages 433
- Language English