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＜E-Book＞
Gaussian Measures in Finite and Infinite Dimensions / by Daniel W. Stroock
(Universitext. ISSN:21916675)

Edition	1st ed. 2023.
Publisher	(Cham : Springer International Publishing : Imprint: Springer)
Year	2023
Language	English
Size	XII, 144 p. 1 illus : online resource
Authors	*Stroock, Daniel W author SpringerLink (Online service)
Subjects	LCSH:Probabilities LCSH:Mathematical analysis LCSH:Geometry FREE:Probability Theory FREE:Analysis FREE:Geometry
Notes	Preface -- 1. Characteristic Functions -- 2. Gaussian Measures and Families -- 3. Gaussian Measures on a Banach Space -- 4. Further Properties and Examples of Abstract Wiener Spaces -- References -- Index This text provides a concise introduction, suitable for a one-semester special topics course, to the remarkable properties of Gaussian measures on both finite and infinite dimensional spaces. It begins with a brief resumé of probabilistic results in which Fourier analysis plays an essential role, and those results are then applied to derive a few basic facts about Gaussian measures on finite dimensional spaces. In anticipation of the analysis of Gaussian measures on infinite dimensional spaces, particular attention is given to those properties of Gaussian measures that are dimension independent, and Gaussian processes are constructed. The rest of the book is devoted to the study of Gaussian measures on Banach spaces. The perspective adopted is the one introduced by I. Segal and developed by L. Gross in which the Hilbert structure underlying the measure is emphasized. The contents of this bookshould be accessible to either undergraduate or graduate students who are interested in probability theory and have a solid background in Lebesgue integration theory and a familiarity with basic functional analysis. Although the focus is on Gaussian measures, the book introduces its readers to techniques and ideas that have applications in other contexts HTTP:URL=https://doi.org/10.1007/978-3-031-23122-3

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