This booklet provides a scientific exposition of the trendy idea of Gaussian measures. It offers with whole and certain proofs basic evidence approximately finite and countless dimensional Gaussian distributions. coated subject matters contain linear houses, convexity, linear and nonlinear ameliorations, and purposes to Gaussian and diffusion techniques. appropriate to be used as a graduate textual content and/or a reference paintings, this quantity comprises many examples, workouts, and an intensive bibliography. It brings jointly many effects that experience now not seemed formerly in booklet shape.

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