Beschreibung:
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).
Fourier analysis of functions.- Fourier theory of probability distributions.- Fourier analysis of stochastic processes.- Fourier analysis of time series.- Power spectra of point processes.