Gaussian Hilbert Spaces Janson Hardback Cambridge University Press 9780521561280

Gaussian Hilbert SpacesAuthor(s): Svante Janson\nFormat: Hardback\nPublisher: Cambridge University Press, United Kingdom\nImprint: Cambridge University Press\nISBN-13: 9780521561280, 978-0521561280\nSynopsis\nThis book treats the very special and fundamental mathematical properties that hold for a family of Gaussian (or normal) random variables. Such random variables have many applications in probability theory, other parts of mathematics, statistics and theoretical physics. The emphasis throughout this book is on the mathematical structures common to all these applications. This will be an excellent resource for all researchers whose work involves random variables.