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Gaussian Hilbert Spaces
Svante Janson
出版Cambridge University Press, 1997-06-12
主題Mathematics / CalculusMathematics / Probability & Statistics / GeneralMathematics / Mathematical AnalysisMathematics / Functional AnalysisMathematics / Complex Analysis
ISBN05215612809780521561280
URLhttp://books.google.com.hk/books?id=heCzfIclio0C&hl=&source=gbs_api
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註釋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 book concentrates on the mathematical structures common to all these applications. Some of the applications are treated, in more or less detail.This will be an excellent resourse for all researchers whose work involves random variables.