Graduate Thesis Or Dissertation

 

Some results in probability from the functional analytic viewpoint Public Deposited

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  • This dissertation presents some results from various areas of probability theory, the unifying theme being the use of functional analytic intuition and techniques. We first give a result regarding the existence of certain stochastic integral representations for Banach space valued Gaussian random variables. Next we give a spectral geometric construction of Gaussian random fields over various manifolds that generalize classical fractional Brownian motion. Lastly we present a result describing the limiting distribution for the largest eigenvalue of a product of two random matrices from the β-Laguerre ensemble.
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