Fourier Analysis and Stochastic Processes
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...
| Main Author: | |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2014, 2014
|
| Edition: | 1st ed. 2014 |
| Series: | Universitext
|
| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Fourier analysis of functions
- Fourier theory of probability distributions
- Fourier analysis of stochastic processes
- Fourier analysis of time series
- Power spectra of point processes