Fourier analysis and stochastic processes (Q405562): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / 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. | |||
| Property / 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. / rank | |||
Normal rank | |||
| Property / reviewed by | |||
| Property / reviewed by: Robert E. Zink / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60-02 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60Gxx / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 42A16 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6340534 / rank | |||
Normal rank | |||
Revision as of 17:22, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fourier analysis and stochastic processes |
scientific article |
Statements
Fourier analysis and stochastic processes (English)
0 references
5 September 2014
0 references
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.
0 references
