000 02632nam a22003858i 4500
001 CR9780511526169
003 UkCbUP
005 20200124160235.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 090407s1997||||enk o ||1 0|eng|d
020 _a9780511526169 (ebook)
020 _z9780521561280 (hardback)
020 _z9780521057202 (paperback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 0 0 _aQA273.6
_b.J36 1997
082 0 0 _a519.2
_221
100 1 _aJanson, Svante,
_eauthor.
245 1 0 _aGaussian Hilbert spaces /
_cSvante Janson.
264 1 _aCambridge :
_bCambridge University Press,
_c1997.
300 _a1 online resource (x, 340 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aCambridge tracts in mathematics ;
_v129
500 _aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
505 0 _aCh. 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.
520 _aThis 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.
650 0 _aGaussian distribution.
650 0 _aHilbert space.
650 0 _aFunctions of complex variables.
776 0 8 _iPrint version:
_z9780521561280
830 0 _aCambridge tracts in mathematics ;
_v129.
856 4 0 _uhttps://doi.org/10.1017/CBO9780511526169
999 _c517965
_d517963