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Harmonic Analysis and the Theory of Probability
Paperback
Series: Dover Books on Mathematics
General MathematicsProbability & Statistics
Publisher Price: $12.95
ISBN13: 9780486446202
Publisher: Dover Publications
Published: Aug 27 2005
Pages: 192
Weight: 0.44
Height: 0.39 Width: 5.52 Depth: 8.46
Language: English
The primary significance of this text lies in the last two chapters, which offer a systematic presentation of an original concept developed by the author and partly by LeCam: Bochner's characteristic functional, a Fourier transform on a Euclidean-like space of infinitely many dimensions. The characteristic functional plays a role in stochastic processes similar to its relationship with numerical random variables, and thus constitutes an important part of progress in the theory of stochastic processes.
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