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 …

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 …

Abstract Theory of random processes needs a kind of normal distribution. This is why
Gaussian vectors and Gaussian distributions in infinite-dimensional spaces come into play …

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 …

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 …

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 …

The normal distribution is a common model of randomness. Unlike the uniform distribution, it
proposes a most probable value which is also the mean, while other values occur with a …