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

This handbook, now available in paperback, brings together a comprehensive collection of mathematical material in one location. It also offers a variety of new

A comprehensive and self-contained introduction to Gaussian processes, which provide a principled, practical, probabilistic approach to learning in kernel machi

The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute c

Examines in some depth two important classes of point processes, determinantal processes and 'Gaussian zeros', i.e., zeros of random analytic functions with Gau