Harmonic Analysis and the Theory of Probability (Dover Books on Mathematics)

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.