Abstract
Classical probability theory has shown us that ℝd-valued Gaussian random variables appear naturally as limits of random walks that take their values in ℝd. Later on, in Chapter 6, we shall see that such limit theorems are part of an elegant abstract theory. At the heart of such a theory is an understanding of Gaussian variables that take values in a rather general state space. This chapter is concerned with the development of a theory of Gaussian variables that is sufficiently general for our later needs.
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© 2002 Springer-Verlag New York, Inc.
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Khoshnevisan, D. (2002). Gaussian Random Variables. In: Multiparameter Processes. Springer Monographs in Mathematics. Springer, New York, NY. https://doi.org/10.1007/0-387-21631-6_5
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DOI: https://doi.org/10.1007/0-387-21631-6_5
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-3009-5
Online ISBN: 978-0-387-21631-7
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