Gaussian Hilbert Spaces

by Svante Janson

Series: Cambridge Tracts in Mathematics (No. 129)

This 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.

In The Press

'This book could be an excellent text for students who would like to learn this subject, and it could also be helpful for researchers, taking into account the great care and completeness of its presentation.' Bulletin of the London Mathematics Society