Fourier Analysis And Stochastic Processes
DOWNLOAD
Download Fourier Analysis And Stochastic Processes PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Fourier Analysis And Stochastic Processes book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Fourier Analysis And Stochastic Processes
DOWNLOAD
Author : Pierre Brémaud
language : en
Publisher: Springer
Release Date : 2014-09-16
Fourier Analysis And Stochastic Processes written by Pierre Brémaud and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-16 with Mathematics categories.
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 links between these three themes. The chapter on the Fourier theory of point processes and signals structured by point processes is a novel addition to the literature on Fourier analysis of stochastic processes. It also connects the theory with recent lines of research such as biological spike signals and ultrawide-band communications. Although the treatment is mathematically rigorous, the convivial style makes the book accessible to a large audience. In particular, it will be interesting to anyone working in electrical engineering and communications, biology (point process signals) and econometrics (arma models). Each chapter has an exercise section, which makes Fourier Analysis and Stochastic Processes suitable for a graduate course in applied mathematics, as well as for self-study.
Fourier Analysis Of Stochastic Processes
DOWNLOAD
Author : Pierre Bremaud
language : en
Publisher:
Release Date : 2003-10
Fourier Analysis Of Stochastic Processes written by Pierre Bremaud and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-10 with categories.
Fourier Analysis Of Stochastic Processes
DOWNLOAD
Author :
language : en
Publisher:
Release Date : 1983
Fourier Analysis Of Stochastic Processes written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with categories.
Fourier Analysis Of Stochastic Processes
DOWNLOAD
Author : Tatsuo Kawata
language : en
Publisher:
Release Date : 1983
Fourier Analysis Of Stochastic Processes written by Tatsuo Kawata and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with Fourier series categories.
Neuropeptides And Immunoregulation
DOWNLOAD
Author : Berta Scharrer
language : en
Publisher:
Release Date : 1994
Neuropeptides And Immunoregulation written by Berta Scharrer and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Science categories.
Handbook Of Fourier Analysis Its Applications
DOWNLOAD
Author : Robert J. Marks
language : en
Publisher: Oxford University Press
Release Date : 2009-01-08
Handbook Of Fourier Analysis Its Applications written by Robert J. Marks and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-01-08 with Mathematics categories.
This practical, applications-based professional handbook comprehensively covers the theory and applications of Fourier Analysis, spanning topics from engineering mathematics, signal processing and related multidimensional transform theory, and quantum physics to elementary deterministic finance and even the foundations of western music theory.
A Handbook Of Time Series Analysis Signal Processing And Dynamics
DOWNLOAD
Author : D. S. G. Pollock
language : en
Publisher: Academic Press
Release Date : 1999
A Handbook Of Time Series Analysis Signal Processing And Dynamics written by D. S. G. Pollock and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Computers categories.
CD-ROM contains: Pascal and C code and programs -- bibliography of the book -- text of book -- tutorials.
Fourier Analysis Of Economic Phenomena
DOWNLOAD
Author : Toru Maruyama
language : en
Publisher: Springer
Release Date : 2019-07-03
Fourier Analysis Of Economic Phenomena written by Toru Maruyama and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-07-03 with Mathematics categories.
This is the first monograph that discusses in detail the interactions between Fourier analysis and dynamic economic theories, in particular, business cycles.Many economic theories have analyzed cyclical behaviors of economic variables. In this book, the focus is on a couple of trials: (1) the Kaldor theory and (2) the Slutsky effect. The Kaldor theory tries to explain business fluctuations in terms of nonlinear, 2nd-order ordinary differential equations (ODEs). In order to explain periodic behaviors of a solution, the Hopf-bifurcation theorem frequently plays a key role. Slutsky's idea is to look at the periodic movement as an overlapping effect of random shocks. The Slutsky process is a weakly stationary process, the periodic (or almost periodic) behavior of which can be analyzed by the Bochner theorem. The goal of this book is to give a comprehensive and rigorous justification of these ideas. Therefore, the aim is first to give a complete theory that supports the Hopftheorem and to prove the existence of periodic solutions of ODEs; and second to explain the mathematical structure of the Bochner theorem and its relation to periodic (or almost periodic) behaviors of weakly stationary processes.Although these two targets are the principal ones, a large number of results from Fourier analysis must be prepared in order to reach these goals. The basic concepts and results from classical as well as generalized Fourier analysis are provided in a systematic way.Prospective readers are assumed to have sufficient knowledge of real, complex analysis. However, necessary economic concepts are explained in the text, making this book accessible even to readers without a background in economics.
An Introduction To Probability And Stochastic Processes
DOWNLOAD
Author : James L. Melsa
language : en
Publisher: Courier Corporation
Release Date : 2013-01-01
An Introduction To Probability And Stochastic Processes written by James L. Melsa and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-01-01 with Mathematics categories.
Detailed coverage of probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.
Upper And Lower Bounds For Stochastic Processes
DOWNLOAD
Author : Michel Talagrand
language : en
Publisher: Springer Nature
Release Date : 2022-01-01
Upper And Lower Bounds For Stochastic Processes written by Michel Talagrand and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-01-01 with Mathematics categories.
This book provides an in-depth account of modern methods used to bound the supremum of stochastic processes. Starting from first principles, it takes the reader to the frontier of current research. This second edition has been completely rewritten, offering substantial improvements to the exposition and simplified proofs, as well as new results. The book starts with a thorough account of the generic chaining, a remarkably simple and powerful method to bound a stochastic process that should belong to every probabilist’s toolkit. The effectiveness of the scheme is demonstrated by the characterization of sample boundedness of Gaussian processes. Much of the book is devoted to exploring the wealth of ideas and results generated by thirty years of efforts to extend this result to more general classes of processes, culminating in the recent solution of several key conjectures. A large part of this unique book is devoted to the author’s influential work. While many of the results presented are rather advanced, others bear on the very foundations of probability theory. In addition to providing an invaluable reference for researchers, the book should therefore also be of interest to a wide range of readers.