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An Introduction to Gaussian Spaces

  • Vladimir Peller
Part of the Springer Monographs in Mathematics book series (SMM)

Abstract

In this chapter we give a brief introduction in the theory of Gaussian processes by means of the technique of Fock spaces. This approach, which appeared in quantum field theory, simplifies both Wiener’s approach based on Hermite polynomials in several variables and Ith’s method of stochastic integrals.

Keywords

Unitary Operator Gaussian Process Toeplitz Operator Canonical Correlation Stationary Sequence 
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Copyright information

© Springer-Verlag New York, Inc. 2003

Authors and Affiliations

  • Vladimir Peller
    • 1
  1. 1.Department of MathematicsMichigan State UniversityEast LansingUSA

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