Fourier analysis in probability theory /
| Main Author: | |
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| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
New York :
Academic Press,
1972.
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| Series: | Probability and mathematical statistics ;
15. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- Introduction
- Fourier series and Fourier transforms
- Fourier-Stieltjes coefficients, Fourier-Stieltjes transforms and characteristic functions
- Convergence and summability theorems
- General convergence theorems
- L²-theory of Fourier series and Fourier transforms
- Laplace and Mellin transforms
- More theorems on Fourier and Laplace transforms
- Convergence of distribution functions and characteristic functions
- Some properties of characteristic functions
- Distribution functions and their characteristic functions
- Convergence of series of independent random variables
- Properties of sums of independent random variables; convergence of series in the mean
- Some special series of random variables.