Analysis and Probability

If people do not believe that mathematics is simple, it is only because they do not realize how complicated life is. ―John von Neumann While this is a course in analysis, our approach departs from the beaten path in some ways. Firstly, we emphasize a variety of connections to themes from neighboring fields, such as wavelets, fractals and signals; topics typically not included in a gradu­ ate analysis course. This in turn entails excursions into domains with a probabilistic flavor. Yet the diverse parts of the book follow a common underlying thread, and to­ gether they constitute a good blend; each part in the mix naturally complements the other. In fact, there are now good reasons for taking a wider view of analysis, for ex­ ample the fact that several applied trends have come to interact in new and exciting ways with traditional mathematical analysis―as it was taught in graduate classes for generations. One consequence of these impulses from "outside" is that conventional boundaries between core disciplines in mathematics have become more blurred. Fortunately this branching out does not mean that students will need to start out with any different or additional prerequisites. In fact, the ideas involved in this book are intuitive, natural, many of them visual, and geometric. The required background is quite minimal and it does not go beyond what is typically required in most graduate programs.

This book, combining analysis and tools from mathematical probability, focuses on a systematic and novel presentation of recent trends in pure and applied mathematics: the emergence of three fields, wavelets, signals and fractals. The unity of basis constructions and their expansions is emphasized as the starting point for the development of bases that are computationally efficient for use in several areas from wavelets to fractals.

The book brings together tools from engineering and math, especially from signal- and image processing, and from harmonic analysis and operator theory. The presentation is aimed at graduate students, as well as users from a diverse spectrum of applications.

Key features:

 • A hands-on approach for students, including tutorials and numerous exercises;

 • Excellent motivation throughout;

 • New pedagogical features: glossary of terms, their use in mathematics and in engineering, help forcross-audiences, image processing, visual presentation of key algorithms, structure and geometry of big matrix computations, explanation of uses of the theory in applications outside of mathematics;

 • Includes more than 50 figures with captions, illustrating the main ideas, plus engineering diagrams, graphic renditions of algorithms, and separate illustrations;

 • Separate sections in the book explain engineering terms to mathematicians, and operator theory to engineers;

 • Each chapter concludes with a helpful guide to the literature allowing students to follow up on the topics in the book.

Palle E.T. Jorgensen is a Professor of Mathematics at the University of Iowa. This book is based in part on interdisciplinary courses that he has taught over the last several years, and on his work with his current and former students. His most recent book was written jointly with Ola Bratteli and is entitled Wavelets through a LookingGlass, ©2002 Birkhäuser Boston.