At the nexus of probability theory, geometry and statistics, a Gaussian measure is constructed on a Hilbert space in two ways: as a product measure and via a ch

This book treats the very special and fundamental mathematical properties that hold for a family of Gaussian (or normal) random variables. Such random variables

Based on well-known lectures given at Scuola Normale Superiore in Pisa, this book introduces analysis in a separable Hilbert space of infinite dimension. It sta

The book covers theoretical questions including the latest extension of the formalism, and computational issues and focuses on some of the more fruitful and pro

This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with complete and detailed proofs fundamental facts about finite