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This book treats the very special and fundamental mathematical properties that hold for a family of Gaussian (or normal) random variables. Such random variables have many applications in probability theory, other parts of mathematics, statistics and theoretical physics. The emphasis throughout this book is on the mathematical structures common to all these applications. This will be an excellent resource for all researchers whose work involves random variables.

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Book Details

ISBN: 9780521057202
ISBN-10: 0521057205
Format: Paperback
(229mm x 152mm x 20mm)
Pages: 352
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 1-Mar-2008
Country of Publication: United Kingdom

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