National Science Library of Georgia

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Gaussian Hilbert spaces / Svante Janson.

By: Material type: TextTextSeries: Cambridge tracts in mathematics ; 129.Publisher: Cambridge : Cambridge University Press, 1997Description: 1 online resource (x, 340 pages) : digital, PDF file(s)Content type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9780511526169 (ebook)
Subject(s): Additional physical formats: Print version: : No titleDDC classification:
  • 519.2 21
LOC classification:
  • QA273.6 .J36 1997
Online resources:
Contents:
Ch. 1. Gaussian spaces -- Ch. 2. Wiener chaos -- Ch. 3. Wick products -- Ch. 4. Tensor products and Fock space -- Ch. 5. Hypercontractivity -- Ch. 6. Variables with finite chaos decompositions -- Ch. 7. Stochastic integration -- Ch. 8. Gaussian stochastic processes -- Ch. 9. Conditioning -- Ch. 10. Pairs of Gaussian subspaces -- Ch. 11. Limit theorems for generalized U-statistics -- Ch. 12. Applications to operator theory -- Ch. 13. Some operators from quantum physics -- Ch. 14. The Cameron Martin shift -- Ch. 15. Malliavin calculus -- Ch. 16. Transforms -- App. A. The monotone class theorem -- App. B. Stochastic processes -- App. C. Banach-space-valued functions and random variables -- App. D. Polarization -- App. E. Tensor products -- App. F. Reproducing Hilbert Spaces -- App. G. Analytic functions in Banach spaces -- App. H. Hilbert-Schmidt operators and singular numbers.
Summary: 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.
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Title from publisher's bibliographic system (viewed on 05 Oct 2015).

Ch. 1. Gaussian spaces -- Ch. 2. Wiener chaos -- Ch. 3. Wick products -- Ch. 4. Tensor products and Fock space -- Ch. 5. Hypercontractivity -- Ch. 6. Variables with finite chaos decompositions -- Ch. 7. Stochastic integration -- Ch. 8. Gaussian stochastic processes -- Ch. 9. Conditioning -- Ch. 10. Pairs of Gaussian subspaces -- Ch. 11. Limit theorems for generalized U-statistics -- Ch. 12. Applications to operator theory -- Ch. 13. Some operators from quantum physics -- Ch. 14. The Cameron Martin shift -- Ch. 15. Malliavin calculus -- Ch. 16. Transforms -- App. A. The monotone class theorem -- App. B. Stochastic processes -- App. C. Banach-space-valued functions and random variables -- App. D. Polarization -- App. E. Tensor products -- App. F. Reproducing Hilbert Spaces -- App. G. Analytic functions in Banach spaces -- App. H. Hilbert-Schmidt operators and singular numbers.

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.

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