This book treats the very special and fundamental mathematical properties that hold for a family of Gaussian (or normal) random variables. Such random variables have many applications in probability theory, other parts of mathematics, statistics and theoretical physics. The emphasis throughout this book is on the mathematical structures common to all these applications. This will be an excellent resource for all researchers whose work involves random variables.
| ISBN: | 9780521057202 |
| Publication date: | 1st March 2008 |
| Author: | Svante Janson |
| Publisher: | Cambridge University Press |
| Format: | Paperback |
| Pagination: | 352 pages |
| Series: | Cambridge Tracts in Mathematics |
| Genres: |
Functional analysis and transforms |