Mathematical Surveys and Monographs
Volume: 62; 1998; 433 pp; Softcover
MSC: Primary 28; 60;

Print ISBN: 978-1-4704-1869-4
Product Code: SURV/62.S
List Price: $116.00
AMS Member Price: $92.80
MAA Member Price: $104.40

Electronic ISBN: 978-1-4704-1289-0
Product Code: SURV/62.E
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Gaussian Measures

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Vladimir I. Bogachev

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.

Reviews & Endorsements

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

Gaussian Measures

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Print Product Code: SURV/62.S

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Title (HTML): Gaussian Measures

Author(s) (Product display): Vladimir I. Bogachev

Affiliation(s) (HTML): Moscow State University, Russia

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Book Series Name: Mathematical Surveys and Monographs

Volume: 62

Publication Month and Year: 2015-01-26

Page Count: 433

Cover Type: Softcover

Print ISBN-13: 978-1-4704-1869-4

Online ISBN 13: 978-1-4704-1289-0

Print ISSN: 0076-5376

Online ISSN: 0076-5376

Primary MSC: 28; 60

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Readership:

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

Reviews:

A deep and detailed treatment of an important subject.

-- American Mathematical Monthly

-- Mathematical Reviews

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Cover
- Cover
Other titles in this series
- Other titles in this series
Title page
- Title page
Contents
- Contents
Preface
- Preface
Chapter 1. Finite dimensional Gaussian distributions
- Chapter 1. Finite dimensional Gaussian distributions
Index
- Index

Gaussian Measures

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Table of Contents

Gaussian Measures

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Cover

Other titles in this series

Title page

Contents

Preface

Chapter 1. Finite dimensional Gaussian distributions

Index