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Gaussian Hilbert Spaces

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Gaussian Hilbert Spaces

Gaussian Hilbert Spaces

Svante Janson
April 2011
This ISBN is for an eBook version which is distributed on our behalf by a third party.
Adobe eBook Reader
9780511835582
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    Beskrivning

    This book treats the very special and fundamental mathematical properties of a family of Gaussian (or normal) random variables. Such random variables have many applications in probability theory, statistics and theoretical physics. The book concentrates on the mathematical structures common to all these applications. This will be an excellent resource for all researchers whose work involves random variables.

    • No competing titles
    • Author well known in this area
    • Comprehensive coverage of subject

    Reviews & endorsements

    "The book is written in a clear...style and can also be used as the backbone of a graduate course on stochastic analysis with a view towards the applications in physics..." Monatshefte fur Mathematik

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    Product details

    April 2011
    Adobe eBook Reader
    9780511835582
    0 pages
    0kg
    This ISBN is for an eBook version which is distributed on our behalf by a third party.

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    Contents

    Table of Contents

    • 1. Gaussian Hilbert spaces
    • 2. Wiener chaos
    • 3. Wick products
    • 4. Tensor products and Fock spaces
    • 5. Hypercontractivity
    • 6. Distributions of variables with finite chaos expansions
    • 7. Stochastic integration
    • 8. Gaussian stochastic processes
    • 9. Conditioning
    • 10. Limit theorems for generalized U-statistics
    • 11. Applications to operator theory
    • 12. Some operators from quantum physics
    • 13. The Cameron-Martin shift
    • 14. Malliavin calculus
    • 15. Transforms
    • Appendices.
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    About the authors
      Author
    • Svante Janson

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