Gaussian Random Functions
Description
It is well known that the normal distribution is the most pleasant, one can even say, an exemplary object in the probability theory. It combines almost all conceivable nice properties that a distribution may ever have: symmetry, stability, indecomposability, a regular tail behavior, etc. Gaussian measures (the distributions of Gaussian random functions), as infinite-dimensional analogues of tht
Keywords
MathematicsProbability & StatisticsMathematical AnalysisFunctional AnalysisStochastic ProcessesCalculus
1995Book
Author(s)M. A. Lifshit͡s
PublisherSpringer Science & Business Media
ISBN9780792333852
LanguageEnglish
