Gaussian Measures
Download Gaussian Measures full books in PDF, epub, and Kindle. Read online free Gaussian Measures ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Gaussian Measures
Author | : Vladimir I. Bogachev |
Publsiher | : American Mathematical Soc. |
Total Pages | : 433 |
Release | : 2015-01-26 |
Genre | : Electronic Book |
ISBN | : 9781470418694 |
Download Gaussian Measures Book in PDF, Epub and Kindle
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.
Gaussian Measures in Hilbert Space
Author | : Alexander Kukush |
Publsiher | : John Wiley & Sons |
Total Pages | : 272 |
Release | : 2020-02-26 |
Genre | : Mathematics |
ISBN | : 9781786302670 |
Download Gaussian Measures in Hilbert Space Book in PDF, Epub and Kindle
At the nexus of probability theory, geometry and statistics, a Gaussian measure is constructed on a Hilbert space in two ways: as a product measure and via a characteristic functional based on Minlos-Sazonov theorem. As such, it can be utilized for obtaining results for topological vector spaces. Gaussian Measures contains the proof for Ferniques theorem and its relation to exponential moments in Banach space. Furthermore, the fundamental Feldman-Hájek dichotomy for Gaussian measures in Hilbert space is investigated. Applications in statistics are also outlined. In addition to chapters devoted to measure theory, this book highlights problems related to Gaussian measures in Hilbert and Banach spaces. Borel probability measures are also addressed, with properties of characteristic functionals examined and a proof given based on the classical Banach–Steinhaus theorem. Gaussian Measures is suitable for graduate students, plus advanced undergraduate students in mathematics and statistics. It is also of interest to students in related fields from other disciplines. Results are presented as lemmas, theorems and corollaries, while all statements are proven. Each subsection ends with teaching problems, and a separate chapter contains detailed solutions to all the problems. With its student-tested approach, this book is a superb introduction to the theory of Gaussian measures on infinite-dimensional spaces.
Gaussian Measures in Finite and Infinite Dimensions
Author | : Daniel W. Stroock |
Publsiher | : Springer Nature |
Total Pages | : 152 |
Release | : 2023-02-15 |
Genre | : Mathematics |
ISBN | : 9783031231223 |
Download Gaussian Measures in Finite and Infinite Dimensions Book in PDF, Epub and Kindle
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 those/divproperties 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 book should be accessible to either undergraduate or graduate/divstudents 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.
Gaussian Measures in Banach Spaces
Author | : H.-H. Kuo |
Publsiher | : Springer |
Total Pages | : 230 |
Release | : 2006-11-14 |
Genre | : Mathematics |
ISBN | : 9783540375081 |
Download Gaussian Measures in Banach Spaces Book in PDF, Epub and Kindle
Gaussian Random Functions
Author | : M.A. Lifshits |
Publsiher | : Springer Science & Business Media |
Total Pages | : 347 |
Release | : 2013-03-09 |
Genre | : Mathematics |
ISBN | : 9789401584746 |
Download Gaussian Random Functions Book in PDF, Epub and Kindle
It is well known that the normal distribution is the most pleasant, one can even say, an exemplary object in the probability theory. It combines almost all conceivable nice properties that a distribution may ever have: symmetry, stability, indecomposability, a regular tail behavior, etc. Gaussian measures (the distributions of Gaussian random functions), as infinite-dimensional analogues of tht
Gaussian Hilbert Spaces
Author | : Svante Janson |
Publsiher | : Cambridge University Press |
Total Pages | : 358 |
Release | : 1997-06-12 |
Genre | : Mathematics |
ISBN | : 9780521561280 |
Download Gaussian Hilbert Spaces Book in PDF, Epub and Kindle
This book treats the very special and fundamental mathematical properties that hold for a family of Gaussian (or normal) random variables. Such random variables have many applications in probability theory, other parts of mathematics, statistics and theoretical physics. The emphasis throughout this book is on the mathematical structures common to all these applications. This will be an excellent resource for all researchers whose work involves random variables.
Gaussian Capacity Analysis
Author | : Liguang Liu,Jie Xiao,Dachun Yang,Wen Yuan |
Publsiher | : Springer |
Total Pages | : 108 |
Release | : 2018-09-20 |
Genre | : Mathematics |
ISBN | : 9783319950402 |
Download Gaussian Capacity Analysis Book in PDF, Epub and Kindle
This monograph develops the Gaussian functional capacity theory with applications to restricting the Gaussian Campanato/Sobolev/BV space. Included in the text is a new geometric characterization of the Gaussian 1-capacity and the Gaussian Poincaré 1-inequality. Applications to function spaces and geometric measures are also presented. This book will be of use to researchers who specialize in potential theory, elliptic differential equations, functional analysis, probability, and geometric measure theory.
Infinite Dimensional Gaussian Distributions
Author | : I͡Uriĭ Anatolʹevich Rozanov |
Publsiher | : American Mathematical Soc. |
Total Pages | : 172 |
Release | : 1971 |
Genre | : Distribution (Probability theory) |
ISBN | : 0821830082 |
Download Infinite Dimensional Gaussian Distributions Book in PDF, Epub and Kindle