At the nexus of probability theory, geometry and statistics, a Gaussian measure is constructed on a Hilbert space in two ways: as a product measure and via a ch
This book treats the very special and fundamental mathematical properties that hold for a family of Gaussian (or normal) random variables. Such random variables
Based on well-known lectures given at Scuola Normale Superiore in Pisa, this book introduces analysis in a separable Hilbert space of infinite dimension. It sta
The book covers theoretical questions including the latest extension of the formalism, and computational issues and focuses on some of the more fruitful and pro
An authoritative text that presents the current problems, theories, and applications of mathematical analysis research Mathematical Analysis and Applications: S