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Gaussian Hilbert Spaces

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ISBN-10:: 0521057205
ISBN-13:: 9780521057202
Pub. Date:: 03/01/2008
Publisher:: Cambridge University Press

ISBN-10:: 0521057205
ISBN-13:: 9780521057202
Pub. Date:: 03/01/2008
Publisher:: Cambridge University Press

Gaussian Hilbert Spaces

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Overview

This book treats the very special and fundamental mathematical properties of a family of Gaussian (or normal) random variables. Such random variables have many applications in probability theory, statistics and theoretical physics. The book concentrates on the mathematical structures common to all these applications. This will be an excellent resource for all researchers whose work involves random variables.

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ISBN-13:	9780521057202
Publisher:	Cambridge University Press
Publication date:	03/01/2008
Series:	Cambridge Tracts in Mathematics , #129
Edition description:	Reissue
Pages:	352
Product dimensions:	5.98(w) x 9.02(h) x 0.75(d)

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.

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