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Gaussian Hilbert Spaces

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Gaussian Hilbert Spaces

Gaussian Hilbert Spaces

Svante Janson
March 2008
Available
Paperback
9780521057202
    Description

    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

    See more reviews

    Product details

    March 2008
    Paperback
    9780521057202
    352 pages
    229 × 152 × 19 mm
    0.52kg
    Available

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    This title is available for institutional purchase via Cambridge Core

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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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      Author
    • Svante Janson

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