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Fourier Analysis and Stochastic Processes

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This work is unique as it provides a uniform treatment of the Fourier theories of functions (Fourier transforms and series, z-transforms), finite measures (characteristic functions, convergence in distribution), and stochastic processes (including arma series and point processes).It emphasises the links between these three themes.

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This work is unique as it provides a uniform treatment of the Fourier theories of functions (Fourier transforms and series, z-transforms), finite measures (characteristic functions, convergence in distribution), and stochastic processes (including arma series and point processes).It emphasises the links between these three themes.

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Book Format

Hardcover, Softcover

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Book information

Edition
1st Edition
ISBN [Softcover]
9783319095899
Publisher
Springer
Year
2014
Pages
XIII, 385 p.
Series Title
Universitext
Language
English
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