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Gaussian Measures
Author(s): Vladimir I. Bogachev (Author)
- Publisher: American Mathematical Society
- Publication Date: March 13, 2015
- Language: English
- Print length: 433 pages
- ISBN-10: 147041869X
- ISBN-13: 9781470418694
Book Description
This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with complete and detailed proofs fundamental facts about finite and infinite dimensional Gaussian distributions. Covered topics include linear properties, convexity, linear and nonlinear transformations, and applications to Gaussian and diffusion processes. Suitable for use as a graduate text and/or a reference work, this volume contains many examples, exercises, and an extensive bibliography. It brings together many results that have not appeared previously in book form.
Editorial Reviews
Review
A deep and detailed treatment of an important subject. –American Mathematical Monthly
The scope of topics related to Gaussian processes and measures is huge. Complemented by a list of problems in each chapter, a collection of over 800 references and a detailed section of bibliographical comments, Bogachev’s book covers, in varying degrees of detail, an impressive portion of the theoretical part of this scope. It does so in a clear and precise mathematical style. –Mathematical Reviews
About the Author
Vladimir I. Bogachev , Moscow State University, Russia.
