Gaussian Random Functions
M.A. Lifshits
mar, 2013 · Mathematics and Its Applications 322-kitob · Springer Science & Business Media
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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
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