Fourier analysis in probability theory /
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York :
Academic Press,
1972.
|
| Colección: | Probability and mathematical statistics ;
15. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Introduction
- Fourier series and Fourier transforms
- Fourier-Stieltjes coefficients, Fourier-Stieltjes transforms and characteristic functions
- Convergence and summability theorems
- General convergence theorems
- L²-theory of Fourier series and Fourier transforms
- Laplace and Mellin transforms
- More theorems on Fourier and Laplace transforms
- Convergence of distribution functions and characteristic functions
- Some properties of characteristic functions
- Distribution functions and their characteristic functions
- Convergence of series of independent random variables
- Properties of sums of independent random variables; convergence of series in the mean
- Some special series of random variables.


