Title: Lectures on the mean values of functionals -- An elementary introduction to infinite-dimensional probability,
Abstract: This is an elementary introduction to infinite-dimensional probability. In
the lectures, we compute the exact mean values of some functionals on C[0,1]
and L[0,1] by considering these functionals as infinite-dimensional random
variables. The results show that there exist the complete concentration of
measure phenomenon for these mean values since the variances are all zeroes.