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Gaussian Random Functions






Publisher:  Springer
Summary: The last decade not only enriched the theory of Gaussian random functions with several new and important results, but also marked a significant shift in the approach to presenting the material. New, simple and short proofs of a number of fundamental statements have appeared, based on the systematic use of the convexity of measures the isoperimetric inequalities. This volume presents a coherent, compact, and mathemati...cally complete series of the most essential properties of Gaussian random functions. The book focuses on a number of fundamental objects in the theory of Gaussian random functions and exposes their interrelations. The basic plots presented in the book embody: the kernel of a Gaussian measure, the model of a Gaussian random function, oscillations of sample functions, the convexity and isoperimetric inequalities, the regularity of sample functions of means of entropy characteristics and the majorizing measures, functional laws of the iterated logarithm, estimates for the probabilities of large deviations. This volume will be of interest to mathematicians and scientists who use stochastic methods in their research. It will also be of great value to students in probability theory.

Lifshits, M. A. is the author of Gaussian Random Functions, published under ISBN 9780792333852 and 0792333853. Sixty one Gaussian Random Functions textbooks are available for sale on ValoreBooks.com, or buy new starting at $287.13.
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Gaussian Random Functions

ISBN-13: 9780792333852

ISBN: 0792333853

Publisher: Springer
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