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Gaussian Measures
 
Vladimir I. Bogachev Moscow State University, Russia
Gaussian Measures
Softcover ISBN:  978-1-4704-1869-4
Product Code:  SURV/62.S
List Price: $129.00
MAA Member Price: $116.10
AMS Member Price: $103.20
eBook ISBN:  978-1-4704-1289-0
Product Code:  SURV/62.E
List Price: $125.00
MAA Member Price: $112.50
AMS Member Price: $100.00
Softcover ISBN:  978-1-4704-1869-4
eBook: ISBN:  978-1-4704-1289-0
Product Code:  SURV/62.S.B
List Price: $254.00 $191.50
MAA Member Price: $228.60 $172.35
AMS Member Price: $203.20 $153.20
Gaussian Measures
Click above image for expanded view
Gaussian Measures
Vladimir I. Bogachev Moscow State University, Russia
Softcover ISBN:  978-1-4704-1869-4
Product Code:  SURV/62.S
List Price: $129.00
MAA Member Price: $116.10
AMS Member Price: $103.20
eBook ISBN:  978-1-4704-1289-0
Product Code:  SURV/62.E
List Price: $125.00
MAA Member Price: $112.50
AMS Member Price: $100.00
Softcover ISBN:  978-1-4704-1869-4
eBook ISBN:  978-1-4704-1289-0
Product Code:  SURV/62.S.B
List Price: $254.00 $191.50
MAA Member Price: $228.60 $172.35
AMS Member Price: $203.20 $153.20
  • Book Details
     
     
    Mathematical Surveys and Monographs
    Volume: 621998; 433 pp
    MSC: Primary 28; 60;

    This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with complete and detailed proofs fundamental facts about finite and infinite dimensional Gaussian distributions. Covered topics include linear properties, convexity, linear and nonlinear transformations, and applications to Gaussian and diffusion processes. Suitable for use as a graduate text and/or a reference work, this volume contains many examples, exercises, and an extensive bibliography. It brings together many results that have not appeared previously in book form.

    Readership

    Graduate students, research mathematicians, and mathematical physicists working in probability, statistics, and analysis.

  • Table of Contents
     
     
    • Chapters
    • 1. Finite dimensional Gaussian distributions
    • 2. Infinite dimensional Gaussian distributions
    • 3. Radon Gaussian measures
    • 4. Convexity of Gaussian measures
    • 5. Sobolev classes over Gaussian measures
    • 6. Nonlinear transformations of Gaussian measures
    • 7. Applications
  • Reviews
     
     
    • A deep and detailed treatment of an important subject.

      American Mathematical Monthly
    • The scope of topics related to Gaussian processes and measures is huge. Complemented by a list of problems in each chapter, a collection of over 800 references and a detailed section of bibliographical comments, Bogachev's book covers, in varying degrees of detail, an impressive portion of the theoretical part of this scope. It does so in a clear and precise mathematical style.

      Mathematical Reviews
  • Requests
     
     
    Review Copy – for publishers of book reviews
    Permission – for use of book, eBook, or Journal content
    Accessibility – to request an alternate format of an AMS title
Volume: 621998; 433 pp
MSC: Primary 28; 60;

This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with complete and detailed proofs fundamental facts about finite and infinite dimensional Gaussian distributions. Covered topics include linear properties, convexity, linear and nonlinear transformations, and applications to Gaussian and diffusion processes. Suitable for use as a graduate text and/or a reference work, this volume contains many examples, exercises, and an extensive bibliography. It brings together many results that have not appeared previously in book form.

Readership

Graduate students, research mathematicians, and mathematical physicists working in probability, statistics, and analysis.

  • Chapters
  • 1. Finite dimensional Gaussian distributions
  • 2. Infinite dimensional Gaussian distributions
  • 3. Radon Gaussian measures
  • 4. Convexity of Gaussian measures
  • 5. Sobolev classes over Gaussian measures
  • 6. Nonlinear transformations of Gaussian measures
  • 7. Applications
  • A deep and detailed treatment of an important subject.

    American Mathematical Monthly
  • The scope of topics related to Gaussian processes and measures is huge. Complemented by a list of problems in each chapter, a collection of over 800 references and a detailed section of bibliographical comments, Bogachev's book covers, in varying degrees of detail, an impressive portion of the theoretical part of this scope. It does so in a clear and precise mathematical style.

    Mathematical Reviews
Review Copy – for publishers of book reviews
Permission – for use of book, eBook, or Journal content
Accessibility – to request an alternate format of an AMS title
Please select which format for which you are requesting permissions.