Fourier Analysis In Probability Theory

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Fourier Analysis In Probability Theory
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Author : Tatsuo Kawata
language : en
Publisher: Academic Press
Release Date : 2014-06-17
Fourier Analysis In Probability Theory written by Tatsuo Kawata and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-17 with Mathematics categories.
Fourier Analysis in Probability Theory provides useful results from the theories of Fourier series, Fourier transforms, Laplace transforms, and other related studies. This 14-chapter work highlights the clarification of the interactions and analogies among these theories. Chapters 1 to 8 present the elements of classical Fourier analysis, in the context of their applications to probability theory. Chapters 9 to 14 are devoted to basic results from the theory of characteristic functions of probability distributors, the convergence of distribution functions in terms of characteristic functions, and series of independent random variables. This book will be of value to mathematicians, engineers, teachers, and students.
Fourier Analysis In Probability Theory
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Author : TATSUO. KAWATA
language : en
Publisher:
Release Date : 2018
Fourier Analysis In Probability Theory 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 2018 with categories.
Fourier Analysis And Stochastic Processes
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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.
A First Course In Fourier Analysis
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Author : David W. Kammler
language : en
Publisher: Cambridge University Press
Release Date : 2008-01-17
A First Course In Fourier Analysis written by David W. Kammler and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-01-17 with Mathematics categories.
This book provides a meaningful resource for applied mathematics through Fourier analysis. It develops a unified theory of discrete and continuous (univariate) Fourier analysis, the fast Fourier transform, and a powerful elementary theory of generalized functions and shows how these mathematical ideas can be used to study sampling theory, PDEs, probability, diffraction, musical tones, and wavelets. The book contains an unusually complete presentation of the Fourier transform calculus. It uses concepts from calculus to present an elementary theory of generalized functions. FT calculus and generalized functions are then used to study the wave equation, diffusion equation, and diffraction equation. Real-world applications of Fourier analysis are described in the chapter on musical tones. A valuable reference on Fourier analysis for a variety of students and scientific professionals, including mathematicians, physicists, chemists, geologists, electrical engineers, mechanical engineers, and others.
Probability Theory With Applications
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Author : Malempati M. Rao
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-06-03
Probability Theory With Applications written by Malempati M. Rao and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-06-03 with Mathematics categories.
This book is a revised and expanded edition of a successful graduate and reference text. The material in the book is designed for a standard graduate course on probability theory, including some important applications. This new edition contains a detailed treatment of the core area of probability, and both structural and limit results are presented in full detail. Compared to the first edition, the material and presentation are better highlighted with several (small and large) alterations made to each chapter. Key features of the book include: - Indicating the need for abstract theory even in applications and showing the inadequacy of existing results for certain apparently simple real-world problems - Attempting to deal with the existence problems for various classes of random families that figure in the main results of the subject - Providing a treatment of conditional expectations and of conditional probabilities that is more complete than in other existing textbooks Since this is a textbook, essentially all proofs are given in complete detail (even at the risk of repetition), and some key results are given multiple proofs when each argument has something to contribute.
Measure Theory And Probability
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Author : Malcolm Adams
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-17
Measure Theory And Probability written by Malcolm Adams and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-17 with Mathematics categories.
"...the text is user friendly to the topics it considers and should be very accessible...Instructors and students of statistical measure theoretic courses will appreciate the numerous informative exercises; helpful hints or solution outlines are given with many of the problems. All in all, the text should make a useful reference for professionals and students."—The Journal of the American Statistical Association
Introduction To Fourier Analysis And Wavelets
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Author : Mark A. Pinsky
language : en
Publisher: American Mathematical Soc.
Release Date : 2008
Introduction To Fourier Analysis And Wavelets written by Mark A. Pinsky and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Mathematics categories.
This text provides a concrete introduction to a number of topics in harmonic analysis, accessible at the early graduate level or, in some cases, at an upper undergraduate level. It contains numerous examples and more than 200 exercises, each located in close proximity to the related theoretical material.
Fourier Analysis
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Author : Elias M. Stein
language : en
Publisher: Princeton University Press
Release Date : 2011-02-11
Fourier Analysis written by Elias M. Stein and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-02-11 with Mathematics categories.
This first volume, a three-part introduction to the subject, is intended for students with a beginning knowledge of mathematical analysis who are motivated to discover the ideas that shape Fourier analysis. It begins with the simple conviction that Fourier arrived at in the early nineteenth century when studying problems in the physical sciences--that an arbitrary function can be written as an infinite sum of the most basic trigonometric functions. The first part implements this idea in terms of notions of convergence and summability of Fourier series, while highlighting applications such as the isoperimetric inequality and equidistribution. The second part deals with the Fourier transform and its applications to classical partial differential equations and the Radon transform; a clear introduction to the subject serves to avoid technical difficulties. The book closes with Fourier theory for finite abelian groups, which is applied to prime numbers in arithmetic progression. In organizing their exposition, the authors have carefully balanced an emphasis on key conceptual insights against the need to provide the technical underpinnings of rigorous analysis. Students of mathematics, physics, engineering and other sciences will find the theory and applications covered in this volume to be of real interest. The Princeton Lectures in Analysis represents a sustained effort to introduce the core areas of mathematical analysis while also illustrating the organic unity between them. Numerous examples and applications throughout its four planned volumes, of which Fourier Analysis is the first, highlight the far-reaching consequences of certain ideas in analysis to other fields of mathematics and a variety of sciences. Stein and Shakarchi move from an introduction addressing Fourier series and integrals to in-depth considerations of complex analysis; measure and integration theory, and Hilbert spaces; and, finally, further topics such as functional analysis, distributions and elements of probability theory.
Analysis And Probability
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Author : Palle E. T. Jorgensen
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-10-17
Analysis And Probability written by Palle E. T. Jorgensen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-10-17 with Mathematics categories.
If people do not believe that mathematics is simple, it is only because they do not realize how complicated life is. —John von Neumann While this is a course in analysis, our approach departs from the beaten path in some ways. Firstly, we emphasize a variety of connections to themes from neighboring fields, such as wavelets, fractals and signals; topics typically not included in a gradu ate analysis course. This in turn entails excursions into domains with a probabilistic flavor. Yet the diverse parts of the book follow a common underlying thread, and to gether they constitute a good blend; each part in the mix naturally complements the other. In fact, there are now good reasons for taking a wider view of analysis, for ex ample the fact that several applied trends have come to interact in new and exciting ways with traditional mathematical analysis—as it was taught in graduate classes for generations. One consequence of these impulses from "outside" is that conventional boundaries between core disciplines in mathematics have become more blurred. Fortunately this branching out does not mean that students will need to start out with any different or additional prerequisites. In fact, the ideas involved in this book are intuitive, natural, many of them visual, and geometric. The required background is quite minimal and it does not go beyond what is typically required in most graduate programs.
A Guide To Distribution Theory And Fourier Transforms
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Author : Robert S. Strichartz
language : en
Publisher: World Scientific
Release Date : 2003
A Guide To Distribution Theory And Fourier Transforms written by Robert S. Strichartz and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Mathematics categories.
This important book provides a concise exposition of the basic ideas of the theory of distribution and Fourier transforms and its application to partial differential equations. The author clearly presents the ideas, precise statements of theorems, and explanations of ideas behind the proofs. Methods in which techniques are used in applications are illustrated, and many problems are included. The book also introduces several significant recent topics, including pseudodifferential operators, wave front sets, wavelets, and quasicrystals. Background mathematical prerequisites have been kept to a minimum, with only a knowledge of multidimensional calculus and basic complex variables needed to fully understand the concepts in the book.A Guide to Distribution Theory and Fourier Transforms can serve as a textbook for parts of a course on Applied Analysis or Methods of Mathematical Physics, and in fact it is used that way at Cornell.