Harmonic Analysis and the Theory of ProbabilityeBook - 2005
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.
Publisher: Mineola, N.Y. :, Dover Publications,, 2005
Characteristics: 1 online resource (176 pages)