Analysis and Probability on Infinite-Dimensional Spaces

2016/07/13 by Nathaniel Eldredge, Eldredge, Nathaniel · 2 citations
Mathematics · #28C20 #60B11 #60G15 #60H07 #Advanced Banach Space Theory #FOS: Mathematics #Geometric Analysis and Curvature Flows #Point processes and geometric inequalities #Probability (math.PR)

paper · pdf · doi:10.48550/arxiv.1607.03591

openalex publication_date 2016/07/13 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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.

Citations

• Analysis on Wiener Space and Applications
• Logarithmic Sobolev Inequalities

Cited by

• Analysis of Langevin midpoint methods using an anticipative Girsanov theorem
• Quasi-Bayesian Dual Instrumental Variable Regression

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