Fourier Analysis in Probability Theory (Classic Reprint) - Hardcover
Book 8 of 30: Probability and Mathematical Statistics
Synopsis
Fourier analysis has a history of solving problems in probability theory. The author presents basic Fourier analysis concepts in this volume, alongside the connections and analogies between Fourier series, Fourier transforms, Laplace transforms, and more. This accessible resource provides a concise and coherent exposition of essential results from classical Fourier analysis and how practitioners have harnessed them to analyze probability. This book is particularly suited to students and researchers in probability and analysis, but the author's elementary presentation also makes it a valuable reference for physicists, engineers, and other scientists.
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