Gaussian Hilbert space, Fock space, Gaussian variables and their Wick products

Speaker : Nandakishore Reddy

Date : 13th May, 2014 (Tuesday)

Time : 09:00 pm – 10:00 pm

Venue : Lecture Hall I, Department of Mathematics

Abstract : We will discuss construction of Fock space over a Hilbert space using Gaussian random variables and Hermite decomposition of square integrable functions over real line. We will also show that Wick products of Gaussian random variables are symmetric tensor products of Hilbert space elements.

Area: Proabability Theory


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