This e-book offers a scientific exposition of the fashionable concept of Gaussian measures. It provides with whole and special proofs primary proof approximately finite and limitless dimensional Gaussian distributions. lined themes comprise linear homes, convexity, linear and nonlinear adjustments, and functions to Gaussian and diffusion strategies. appropriate to be used as a graduate textual content and/or a reference paintings, this quantity comprises many examples, workouts, and an intensive bibliography. It brings jointly many effects that experience now not seemed formerly in publication shape.
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