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

This text provides a concise introduction, suitable for a one-semester special topicscourse, to the remarkable properties of Gaussian measures on both finite an

Measure and Integration Theory on Infinite-Dimensional Spaces

It is well known that the normal distribution is the most pleasant, one can even say, an exemplary object in the probability theory. It combines almost all conc