Analysis and Probability on Infinite-Dimensional Spaces
Probability
2016-09-08 v2
Abstract
These lecture notes contain an introduction to some of the fundamental ideas and results in analysis and probability on infinite-dimensional spaces, mainly Gaussian measures on Banach spaces. They originated as the notes for a topics course at Cornell University in 2011.
Cite
@article{arxiv.1607.03591,
title = {Analysis and Probability on Infinite-Dimensional Spaces},
author = {Nathaniel Eldredge},
journal= {arXiv preprint arXiv:1607.03591},
year = {2016}
}
Comments
70 pages; minor spellling and notation fixes