It is well known that the normal distribution is the most pleasant, one can even say, an exemplary object in the probability theory. It combines almost all conceivable nice properties that a distribution may ever have: symmetry, stability, indecomposability, a regular tail behavior, etc. Gaussian measures (the distributions of Gaussian random functions), as infinite-dimensional analogues of tht
| Author: M. a. Lifshits |
| Publisher: Springer |
| Publication Date: 40479 |
| Number of Pages: 337 pages |
| Binding: Mathematics |
| ISBN-10: 9048145287 |
| ISBN-13: 9789048145287 |