Harmonic Analysis and the Theory of Probability (Dover Books on Mathematics) by Salomon Bochner (PDF)

Description

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.

User’s Reviews

Reviews from Amazon users which were colected at the time this book was published on the website:

⭐This book is a synthetic treatise about the integration of particular differential problemthrough modern instruments of analytical transform (i.e. Plancherel transform, Laplace transform,Poisson transform,Mellin transform), which are all evolutions of the well known Fourier transform. In particular are valuable the last two chapters about stochastic processes.

⭐good

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