Gaussian Random Functions

by Mikhail A. Lifshits

Book Overview

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

• Format: Paperback
• Language: English
• ISBN: 9048145287
• ISBN13: 9789048145287
• Release Date: October 2010
• Publisher: Springer
• Length: 337 Pages
• Weight: 1.09 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"