Harmonic Analysis and the Theory of Probability is a comprehensive book written by Salomon Bochner that explores the intersection of harmonic analysis and probability theory. The book begins with a brief introduction to the basic concepts of probability theory and harmonic analysis, followed by a detailed discussion of their relationship. The author then delves into the theory of stationary stochastic processes and their spectral representation, as well as the theory of random functions and their Fourier series. The book ...
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Harmonic Analysis and the Theory of Probability is a comprehensive book written by Salomon Bochner that explores the intersection of harmonic analysis and probability theory. The book begins with a brief introduction to the basic concepts of probability theory and harmonic analysis, followed by a detailed discussion of their relationship. The author then delves into the theory of stationary stochastic processes and their spectral representation, as well as the theory of random functions and their Fourier series. The book also covers topics such as martingales, Markov processes, and Brownian motion, and their connections to harmonic analysis. Additionally, the book includes several examples and exercises that help readers understand the concepts discussed in the text. Harmonic Analysis and the Theory of Probability is an essential resource for mathematicians, physicists, and engineers who are interested in the applications of harmonic analysis and probability theory.This scarce antiquarian book is a facsimile reprint of the old original and may contain some imperfections such as library marks and notations. Because we believe this work is culturally important, we have made it available as part of our commitment for protecting, preserving, and promoting the world's literature in affordable, high quality, modern editions, that are true to their original work.
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