Lectures on Gaussian Processes

  • Mikhail Lifshits
Part of the SpringerBriefs in Mathematics book series (BRIEFSMATH)


Theory of random processes needs a kind of normal distribution. This is why Gaussian vectors and Gaussian distributions in infinite-dimensional spaces come into play. By simplicity, importance and wealth of results, theory of Gaussian processes occupies one of the leading places in modern Probability.


Gaussian Process Covariance Operator Wiener Process Fractional Brownian Motion Isoperimetric Inequality 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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© Mikhail Lifshits 2012

Authors and Affiliations

  • Mikhail Lifshits
    • 1
  1. 1.Department of Mathematics and MechanicsSt. Petersburg State UniversityStary PeterhofRussia

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