Analysis on Gaussian Spaces
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Book Overview Analysis of functions on the finite dimensional Euclidean space with respect to the Lebesgue measure is fundamental in mathematics. The e...
Analysis of functions on the finite dimensional Euclidean space with respect to the Lebesgue measure is fundamental in mathematics. The extension to infinite dimension is a great challenge due to the lack of Lebesgue measure on infinite dimensional space. Instead the most popular measure used in infinite dimensional space is the Gaussian measure, which has been unified under the terminology of "abstract Wiener space".
Out of the large amount of work on this topic, this book presents some fundamental results plus recent progress. We shall present some results on the Gaussian space itself such as the Brunn-Minkowski inequality, Small ball estimates, large tail estimates. The majority part of this book is devoted to the analysis of nonlinear functions on the Gaussian space. Derivative, Sobolev spaces are introduced, while the famous Poincar
Book Details Format: Hardcover | Pages: 470 | Language: English | Publisher: WORLD SCIENTIFIC PUB CO INC | ISBN: 9813142170
FormatHardcover
Pages470
LanguageEnglish
ISBN9813142170
EAN9789813142176
PublisherWORLD SCIENTIFIC PUB CO INC
Publication Date1970-01-01
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight1.7 Pounds
Length9.0 Inches
Width6.2 Inches
Height1.1 Inches
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