Fourier analysis and stochastic processes
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.
scientific article; zbMATH DE number 6340534