Harmonic Analysis and the Theory of Probability

ISBN-13: 9780486446202 / Angielski / Miękka / 2005 / 192 str.

Salomon Bochner

Opis

This classic text emphasizes the stochastic processes and the interchange of stimuli between probability and analysis. Non-probabilistic topics include Fourier series and integrals in many variables; the Bochner integral; and the transforms of Plancherel, Laplace, Poisson, and Mellin. Most notable is the systematic presentation of Bochner's characteristic functional. 1955 edition.