Gaussian Harmonic Analysis

Authored by a ranking authority in Gaussian harmonic analysis, this book embodies a state-of-the-art entrée at the intersection of two important fields of research: harmonic analysis and  probability. The book is intended for a very diverse audience, from graduate students all the way to researchers working in a broad spectrum of areas in analysis. Written with the graduate student in mind, it is assumed that the reader has familiarity with the basics of real analysis as well as with classi