Fourier Analysis and Stochastic Processes

Nonfiction, Science & Nature, Mathematics, Mathematical Analysis, Statistics
Cover of the book Fourier Analysis and Stochastic Processes by Pierre Brémaud, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Pierre Brémaud ISBN: 9783319095905
Publisher: Springer International Publishing Publication: September 16, 2014
Imprint: Springer Language: English
Author: Pierre Brémaud
ISBN: 9783319095905
Publisher: Springer International Publishing
Publication: September 16, 2014
Imprint: Springer
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Springer International Publishing

Cover of the book Work and Family Interface in the International Career Context by Pierre Brémaud
Cover of the book Wireless Sensor Networks by Pierre Brémaud
Cover of the book Applications of Evolutionary Computation by Pierre Brémaud
Cover of the book Economics of Grids, Clouds, Systems, and Services by Pierre Brémaud
Cover of the book Quick Start Guide to Verilog by Pierre Brémaud
Cover of the book Human Rights, Transitional Justice, and the Reconstruction of Political Order in Latin America by Pierre Brémaud
Cover of the book Technology and the Environment in State-Socialist Hungary by Pierre Brémaud
Cover of the book The Making of India by Pierre Brémaud
Cover of the book New Advances in Mechanism and Machine Science by Pierre Brémaud
Cover of the book Core Data Analysis: Summarization, Correlation, and Visualization by Pierre Brémaud
Cover of the book Determinants of Economic Growth in Africa by Pierre Brémaud
Cover of the book Biological Adhesives by Pierre Brémaud
Cover of the book Advances in Communication of Design by Pierre Brémaud
Cover of the book Artificial Intelligence and Security by Pierre Brémaud
Cover of the book Integrated Community-Managed Development by Pierre Brémaud
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy