| Description |
xi, 333 pages : illustrations ; 25 cm |
| Series |
Mathematics and its applications ; v. 322 |
|
Mathematics and its applications (Kluwer Academic Publishers) ; v. 322
|
| Contents |
Sect. 1. Gaussian distributions and random variables -- Sect. 2. Multi-dimensional Gaussian distributions -- Sect. 3. Covariances -- Sect. 4. Random functions -- Sect. 5. Examples of Gaussian random functions -- Sect. 6. Modelling the covariances -- Sect. 7. Oscillations -- Sect. 8. Infinite-dimensional Gaussian distributions -- Sect. 9. Linear functionals, admissible shifts, and the kernel -- Sect. 10. The most important Gaussian distributions -- Sect. 11. Convexity and the isoperimetric inequality -- Sect. 12. The large deviations principle -- Sect. 13. Exact asymptotics of large deviations -- Sect. 14. Metric entropy and the comparison principle -- Sect. 15. Continuity and boundedness -- Sect. 16. Majorizing measures -- Sect. 17. The functional law of the iterated logarithm -- Sect. 18. Small deviations -- Sect. 19. Several open problems |
| Notes |
Translated from Russian |
| Bibliography |
Includes bibliographical references (pages 295-326) and index |
| Subject |
Gaussian measures.
|
|
Gaussian processes.
|
| LC no. |
95003066 |
| ISBN |
0792333853 (HB : acid-free paper) |
|
