Gaussian Measures in Finite and Infinite Dimensions /
This text provides a concise introduction, suitable for a one-semester special topics course, to the remarkable properties of Gaussian measures on both finite and infinite dimensional spaces. It begins with a brief resumé of probabilistic results in which Fourier analysis plays an essential role, an...
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| Format: | Book |
| Language: | English |
| Published: |
Cham, Switzerland :
Springer Nature Switzerland AG,
[2023]
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| Edition: | 1st ed. 2023 |
| Series: | Universitext
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| Subjects: | |
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