Fourier analysis and stochastic processes
type: Item
instance of: scholarly article
title: Fourier analysis and stochastic processes
zbMATH Open document ID: 1312.60002
DOI: 10.1007/978-3-319-09590-5
author: Pierre Brémaud
published in: Universitext
publication date: 2014-09-05T00:00:00Z
review text: The classical theory of Fourier analysis underlies the Fourier analysis of stochastic processes, and this has led the author to provide, in the present work, a unified treatment of these disciplines. This useful treatise begins with chapters on the Fourier analysis of functions and the Fourier theory of probability distributions, and then proceeds to discussions, in separate chapters, of the Fourier analysis of stochastic processes, the Fourier analysis of time series, and power spectra of point processes. Since for this study familiarity with the theory of measure and integration is a mathematical prerequisite, the author has included, in an appendix, what amounts to a short course on that ancient and honorable subject.
reviewed by: Robert E. Zink
Mathematics Subject Classification ID: 60-02
Mathematics Subject Classification ID: 60Gxx
Mathematics Subject Classification ID: 42A16
zbMATH DE Number: 6340534
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1007/978-3-319-09590-5
OpenAlex ID: W635895893
description: scientific article; zbMATH DE number 6340534