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Gaussian Random Variables

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Probability in Banach Spaces

Part of the book series: Ergebnisse der Mathematik und ihrer Grenzgebiete ((CLASSICS,volume 23))

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Abstract

With this chapter, we really enter into the subject of Probability in Banach spaces. The study of Gaussian random vectors and processes may indeed be considered as one of the fundamental topics of the theory since it inspires many other parts of the field both in the results themselves and in the techniques of investigation. Historically, the developments also followed this line of progress.

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Notes and Reference

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Author information

Authors and Affiliations

  1. Institut de Recherche Mathématique Avancée, Département de Mathématique, Université Louis Pasteur, F-67084, Strasbourg, France

    Michel Ledoux

  2. Equipe d’Analyse, Université de Paris VI, F-75252, Paris, France

    Michel Talagrand

  3. Department of Mathematics, The Ohio State University, 43210, Columbus, OH, USA

    Michel Talagrand

Authors
  1. Michel Ledoux
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  2. Michel Talagrand
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© 1991 Springer-Verlag Berlin Heidelberg

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Ledoux, M., Talagrand, M. (1991). Gaussian Random Variables. In: Probability in Banach Spaces. Ergebnisse der Mathematik und ihrer Grenzgebiete, vol 23. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-20212-4_5

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  • DOI: https://doi.org/10.1007/978-3-642-20212-4_5

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-20211-7

  • Online ISBN: 978-3-642-20212-4

  • eBook Packages: Springer Book Archive

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