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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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Brémaud, Pierre (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Cham : Springer International Publishing : Imprint: Springer, 2014.
Edition:1st ed. 2014.
Series:Universitext,
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.