Gaussian measures in Hilbert space. Construction and properties

DOI10.1002/9781119476825MaRDI QIDQ5222257zbMATH OpenOpenAlexFDO

Authors A. Kukush

Publication date 1 April 2020

Full work available at URL https://doi.org/10.1002/9781119476825

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to measure and integration (28-01) Probabilistic measure theory (60A10)

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