Harmonic Analysis and the Theory of Probability
Salomon Bochner, "Harmonic Analysis and the Theory of Probability"
English | ISBN: 0486446204 | 2005 | 192 pages | DJVU | 3 MB
English | ISBN: 0486446204 | 2005 | 192 pages | DJVU | 3 MB
This classic text emphasizes the stochastic processes and the interchange of stimuli between probability and analysis. Non-probabilistic topics include Fourier series and integrals in many variables; the Bochner integral; and the transforms of Plancherel, Laplace, Poisson, and Mellin. Most notable is the systematic presentation of Bochner's characteristic functional. 1955 edition.