Gaussian Hilbert Spaces

ISBN: 9780521057202 出版年：1997 页码：352 Svante Janson 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.