Xavier Fernique
Encyclopedia
Xavier Fernique is a mathematician
, noted mostly for his contributions to the theory of stochastic processes. Fernique's theorem
, a result on the integrability
of Gaussian measure
s, is named after him.
Mathematician
A mathematician is a person whose primary area of study is the field of mathematics. Mathematicians are concerned with quantity, structure, space, and change....
, noted mostly for his contributions to the theory of stochastic processes. Fernique's theorem
Fernique's theorem
In mathematics — specifically, in measure theory — Fernique's theorem is a result about Gaussian measures on Banach spaces. It extends the finite-dimensional result that a Gaussian random variable has exponential tails. The result was proved in 1970 by the mathematician Xavier...
, a result on the integrability
Integrability
Integrability may refer to:* Riemann integrability; see Riemann integral* Lebesgue integrability; see Lebesgue integral* Darboux integrability; see Darboux integral* System integration * Interoperability...
of Gaussian measure
Gaussian measure
In mathematics, Gaussian measure is a Borel measure on finite-dimensional Euclidean space Rn, closely related to the normal distribution in statistics. There is also a generalization to infinite-dimensional spaces...
s, is named after him.
External links
- Photograph, courtesy of the Mathematical Research Institute of OberwolfachMathematical Research Institute of OberwolfachThe Mathematical Research Institute of Oberwolfach in Oberwolfach, Germany, was founded by mathematician Wilhelm Süss in 1944...