Svante Janson

Gaussian Hilbert Spaces

• Broschiertes Buch

Produktbeschreibung

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.

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Produktdetails

• Cambridge Tracts in Mathematics
• Verlag: Cambridge University Press
• Seitenzahl: 352
• Erscheinungstermin: 22. Dezember 2007
• Englisch
• Abmessung: 229mm x 152mm x 21mm
• Gewicht: 540g
• ISBN-13: 9780521057202
• ISBN-10: 0521057205
• Artikelnr.: 23452794

Inhaltsangabe

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.