{"product_id":"fourier-analysis-and-stochastic-processes-9783319095899","title":"Fourier Analysis and Stochastic Processes","description":"\u003cp\u003e • Author(s): Pierre Brémaud\u003cbr\u003e • Publisher: Springer Verlag\u003cbr\u003e • Publisher Imprint: Springer\u003cbr\u003e • Subject: Mathematics and Statistics\u003cbr\u003e • BISAC: Probability \u0026amp; Statistics - General\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003eFrom the Back Cover\u003c\/b\u003e\u003cbr\u003e\u003c\/p\u003e\u003cp\u003eThis 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).\u003c\/p\u003e\u003cp\u003eIt 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.\u003c\/p\u003e\u003cp\u003eAlthough 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).\u003c\/p\u003e\u003cp\u003eA careful review of the prerequisites (integration and probability theory in the appendix, Hilbert spaces in the first chapter) make the book self-contained. Each chapter has an exercise section, which makes \u003ci\u003eFourier Analysis and Stochastic Processes\u003c\/i\u003e suitable for a graduate course in applied mathematics, as well as for self-study.\u003c\/p\u003e","brand":"Springer Verlag","offers":[{"title":"Paperback","offer_id":45091335012503,"sku":"9783319095899","price":5912.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9783319095899.webp?v=1769204229","url":"https:\/\/atlanticbooks.com\/products\/fourier-analysis-and-stochastic-processes-9783319095899","provider":"Atlantic Books","version":"1.0","type":"link"}