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 conceivable nice properties …

This text provides a systematic exposition of the modern theory of Gaussian measures. It
presents, with complete and detailed proofs, fundamental facts about finite and infinite …

1. Introduction. Let T be any index set and let {(t) lt T} be a family of (real) random variables. If
the joint distribution of every finite set (tl),...,(t,), tk T, 1<= k< n, is Gaussian, then we say {(t) lt …

In this expository note we explore subgaussian random variables and their basic properties.
We also present equivalent formulations of the subgaussian condition, and we discuss …

This monograph is a compilation of research on the inverse Gaussian distribution. It
emphasizes the presentation of the statistical properties, methods, and applications of the …

This paper reviews the development of the inverse Gaussian distribution and of statistical
methods based upon it from the paper of Schrödinger (1915) to the present (1978). After …

Regularity of gaussian processes Page 1 Regularity of gaussian processes by MICHEL
TALAGRAND Universit~ Paris VI Ohio State University Paris, France Columbus, Ohio, USA 1 …

arXiv:1505.02965v2 [math.ST] 29 Aug 2015 Page 1 Gaussian Processes for Regression: A
Quick Introduction M. Ebden, August 2008 Comments to mebden@gmail.com 1 MOTIVATION …

A report is presented on some statistical properties of the family of probability density
functions $$\exp\lbrack-\lambda (x-\mu)^ 2/2\mu^ 2x\rbrack\lbrack\lambda/2\pi x …