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Fourier Analysis and Stochastic Processes

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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Brémaud, Pierre (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2014.
Edición:1st ed. 2014.
Colección:Universitext,
Temas:
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Fourier analysis of functions
  • Fourier theory of probability distributions
  • Fourier analysis of stochastic processes
  • Fourier analysis of time series
  • Power spectra of point processes.