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Difference between revisions of "User:Boris Tsirelson/sandbox2"

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"Gaussian random variables and processes always played a central role in the probability theory and statistics. The modern theory of Gaussian measures combines methods from probability theory, analysis, geometry and topology and is closely connected with diverse applications in functional analysis, statistical physics, quantum field theory, financial mathematics and other areas."
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R. Latala, On some inequalities for Gaussian measures. Proceedings of the International Congress of Mathematicians (2002), 813-822. arXiv:math.PR/0304343.
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|valign="top"|{{Ref|B}}||  V.I. Bogachev, "Gaussian measures",  AMS (1998).  {{MR|}} {{ZBL|0913.60035}}
 
|valign="top"|{{Ref|B}}||  V.I. Bogachev, "Gaussian measures",  AMS (1998).  {{MR|}} {{ZBL|0913.60035}}
 
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Revision as of 19:27, 14 June 2012

"Gaussian random variables and processes always played a central role in the probability theory and statistics. The modern theory of Gaussian measures combines methods from probability theory, analysis, geometry and topology and is closely connected with diverse applications in functional analysis, statistical physics, quantum field theory, financial mathematics and other areas."

R. Latala, On some inequalities for Gaussian measures. Proceedings of the International Congress of Mathematicians (2002), 813-822. arXiv:math.PR/0304343.

[B] V.I. Bogachev, "Gaussian measures", AMS (1998). Zbl 0913.60035
How to Cite This Entry:
Boris Tsirelson/sandbox2. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Boris_Tsirelson/sandbox2&oldid=27008