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Gaussian Random Functions

Gaussian Random Functions PDF Author: M.A. Lifshits
Publisher: Springer Science & Business Media
ISBN: 9401584745
Category : Mathematics
Languages : en
Pages : 347

Book 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
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