Fourier analysis and stochastic processes

DOI10.1007/978-3-319-09590-5MaRDI QIDQ405562zbMATH OpenOpenAlexFDO

Authors Pierre Brémaud

Publication date 5 September 2014

Published in Universitext (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-09590-5

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Fourier coefficients, Fourier series of functions with special properties, special Fourier series (42A16) Stochastic processes (60Gxx)

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Cited in

(15)

• Analysis of autocorrelation function of stochastic processes by F-transform of higher degree
• Applications of the Fourier transform to probability theory and stochastic processes
• Oscillating neural circuits: Phase, amplitude, and the complex normal distribution
• Mathematical Analysis of Random Noise
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• A stochastic fractional Laplace equation driven by colored noise on bounded domain, and its covariance functional
• scientific article; zbMATH DE number 4133228 (Why is no real title available?)
• Some aging properties involved with compound geometric distributions
• Fourier analysis of periodic weakly stationary processes: a note on Slutsky's observation
• Mathematical Analysis of Random Noise
• Stationary stochastic processes. Theory and applications.
• Optimal control of partially observable piecewise deterministic Markov processes
• Harmonic and heat flow representations of the Gaussian white noise
• Spectrum of SYK model III: Large deviations and concentration of measures
• On estimating the structure factor of a point process, with applications to hyperuniformity

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