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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.Read more
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"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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- Date Published: March 2008
- format: Paperback
- isbn: 9780521057202
- length: 352 pages
- dimensions: 229 x 152 x 19 mm
- weight: 0.52kg
- availability: Available
Table of Contents
1. Gaussian Hilbert spaces
2. Wiener chaos
3. Wick products
4. Tensor products and Fock spaces
6. Distributions of variables with finite chaos expansions
7. Stochastic integration
8. Gaussian stochastic processes
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
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