User:Boris Tsirelson/sandbox2

"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.

"The modern theory of Gaussian measures lies at the intersection of the theory of random processes, functional analysis, and mathematical physics and is closely connected with diverse applications in quantum field theory, statistical physics, financial mathematics, and other areas of sciences. The study of Gaussian measures combines ideas and methods from probability theory, nonlinear analysis, geometry, linear operators, and topological vector spaces in a beautiful and nontrivial way."

[B]	V.I. Bogachev, "Gaussian measures", AMS (1998). Zbl 0913.60035