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...
Call Number: | Libro Electrónico |
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Main Author: | |
Corporate Author: | |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2014.
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Edition: | 1st ed. 2014. |
Series: | Universitext,
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Subjects: | |
Online Access: | Texto Completo |
Table of Contents:
- Fourier analysis of functions
- Fourier theory of probability distributions
- Fourier analysis of stochastic processes
- Fourier analysis of time series
- Power spectra of point processes.