| 書(shū)目名稱(chēng) | Fourier Analysis and Stochastic Processes | | 編輯 | Pierre Brémaud | | 視頻video | http://file.papertrans.cn/348/347241/347241.mp4 | | 概述 | Provides a self-contained mathematically rigorous introduction to the Fourier theory of functions, probability distributions and stochastic processes.Contains applications in signal processing and tim | | 叢書(shū)名稱(chēng) | Universitext | | 圖書(shū)封面 |  | | 描述 | .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.. | | 出版日期 | Textbook 2014 | | 關(guān)鍵詞 | Point Processes; Power Spectral Measure; Second-Order Stochastic Processes; Stochastic Processes; Time S | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-319-09590-5 | | isbn_softcover | 978-3-319-09589-9 | | isbn_ebook | 978-3-319-09590-5Series ISSN 0172-5939 Series E-ISSN 2191-6675 | | issn_series | 0172-5939 | | copyright | Springer International Publishing Switzerland 2014 |
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