Buch, Englisch, Band 129, 352 Seiten, Format (B × H): 152 mm x 229 mm, Gewicht: 572 g
Buch, Englisch, Band 129, 352 Seiten, Format (B × H): 152 mm x 229 mm, Gewicht: 572 g
Reihe: Cambridge Tracts in Mathematics
ISBN: 978-0-521-05720-2
Verlag: Cambridge University Press
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.
Autoren/Hrsg.
Fachgebiete
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
- Mathematik | Informatik Mathematik Geometrie Euklidische Geometrie
- Mathematik | Informatik Mathematik Mathematische Analysis Funktionalanalysis
- Mathematik | Informatik Mathematik Mathematische Analysis Differentialrechnungen und -gleichungen
- Mathematik | Informatik Mathematik Mathematische Analysis Harmonische Analysis, Fourier-Mathematik
Weitere Infos & Material
1. Gaussian Hilbert spaces; 2. Wiener chaos; 3. Wick products; 4. Tensor products and Fock spaces; 5. Hypercontractivity; 6. Distributions of variables with finite chaos expansions; 7. Stochastic integration; 8. Gaussian stochastic processes; 9. Conditioning; 10. Limit theorems for generalized U-statistics; 11. Applications to operator theory; 12. Some operators from quantum physics; 13. The Cameron-Martin shift; 14. Malliavin calculus; 15. Transforms; Appendices.
