Fourier analysis is one of the most useful tools in many applied sciences. The recent developments of wavelet analysis indicate that in spite of its long history and well-established applications, the field is still one of active research. This text bridges the gap between engineering and mathematics, providing a rigorously mathematical introduction of Fourier analysis, wavelet analysis and related mathematical methods, while emphasizing their uses in signal processing and other applications in communications engineering. The interplay between Fourier series and Fourier transforms is at the...

Introduction to the basic concepts of probability theory: independence, expectation, convergence in law and almost-sure convergence. Short expositions of more advanced topics such as Markov Chains, Stochastic Processes, Bayesian Decision Theory and Information Theory.