Daniel W. Stroock Bücher

Rooted in a course from the Massachusetts Institute of Technology, this book delves into advanced concepts and methodologies relevant to its subject matter. It offers a unique blend of theoretical insights and practical applications, making it an essential resource for students and professionals alike. The content is designed to enhance understanding and foster critical thinking, providing readers with the tools needed to navigate complex topics effectively.

Focusing on Gaussian measures, this text serves as an introduction for students in a one-semester course. It highlights the role of Fourier analysis in probabilistic results and explores Gaussian measures in both finite and infinite dimensional spaces. Key properties that are dimension independent are emphasized, and Gaussian processes are constructed. The book also delves into Gaussian measures on Banach spaces, adopting insights from I. Segal and L. Gross. It is designed for those with a background in Lebesgue integration and functional analysis, offering techniques applicable beyond Gaussian measures.

This textbook represents a significant update to a popular previous edition, offering comprehensive revisions and enhancements. It is designed to provide readers with an in-depth understanding of its subject matter, reflecting the latest developments and research in the field. The author’s expertise ensures that the content is both accessible and informative, catering to students and professionals alike.