Mathematical Surveys and Monographs Volume 62 · Gaussian Measures Vladimir I. Bogachev Mathematical Surveys and Monographs Volume 62 American Mathematical Society

Gaussian Measures

Vladimir I. Bogachev

Mathematical Surveys

and Monographs

Volume 62

American Mathematical Society

EDITORIAL COMMITTEE

Georgia M. BenkartPeter Landweber

Tudor Stefan Ratiu, ChairMichael Renardy

Translated from the original Russian manuscript by Vladimir I. Bogachev.

2010 Mathematics Subject Classification. Primary 28C20, 60B11; Secondary 60G15,60H07.

Abstract. This book presents a systematic exposition of the modern theory of Gaussian measures.The basic properties of finite and infinite dimensional Gaussian distributions, including their linearand nonlinear transformations, are discussed. The book is intended for graduate students andresearchers in probability theory, mathematical statistics, functional analysis, and mathematicalphysics. It contains a lot of examples and exercises. The bibliography contains 844 items; thedetailed bibliographical comments and subject index are included.

Library of Congress Cataloging-in-Publication Data

Bogachev, V. I. (Vladimir Igorevich), 1961–[Gaussovskie mery. English]Gaussian measures / Vladimir I. Bogachev.

p. cm. — (Mathematical surveys and monographs, ISSN 0076-5376 ; v. 62)Includes bibliographical references and index.ISBN 0-8218-1054-5 (hc : alk. paper)1. Gaussian measures. I. Title. II. Series: Mathematical surveys and monographs ; no. 62.

QA312.B64 1998515′.42—dc21 98-27239

CIP

AMS softcover ISBN: 978-1-4704-1869-4

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