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Author : Aurel Wintner
Publisher :
ISBN 13 :
Total Pages : 200 pages
Book Rating : 4.F/5 ( download)
Download or read book The Fourier Transforms of Probability Distributions written by Aurel Wintner and published by . This book was released on 1947 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Tatsuo Kawata
Publisher : Academic Press
ISBN 13 : 148321852X
Total Pages : 681 pages
Book Rating : 4.4/5 (832 download)
Download or read book Fourier Analysis in Probability Theory written by Tatsuo Kawata and published by Academic Press. This book was released on 2014-06-17 with total page 681 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fourier Analysis in Probability Theory provides useful results from the theories of Fourier series, Fourier transforms, Laplace transforms, and other related studies. This 14-chapter work highlights the clarification of the interactions and analogies among these theories. Chapters 1 to 8 present the elements of classical Fourier analysis, in the context of their applications to probability theory. Chapters 9 to 14 are devoted to basic results from the theory of characteristic functions of probability distributors, the convergence of distribution functions in terms of characteristic functions, and series of independent random variables. This book will be of value to mathematicians, engineers, teachers, and students.
Author : Fritz Oberhettinger
Publisher : Academic Press
ISBN 13 : 148321902X
Total Pages : 180 pages
Book Rating : 4.4/5 (832 download)
Download or read book Fourier Transforms of Distributions and Their Inverses written by Fritz Oberhettinger and published by Academic Press. This book was released on 2014-07-03 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fourier Transforms of Distributions and Their Inverses: A Collection of Tables is a collection of tables on the integrals of Fourier transforms of distributions and their inverses involving the class of functions which are nonnegative and integrable over the interval. The emphasis is on the probability densities, and a number of examples are provided. This book is organized into two parts and begins with an introduction to those properties of characteristic functions which are important in probability theory, followed by a description of the tables and their use. The first three tables contain Fourier transforms of absolutely continuous distribution functions, namely, even functions (including Legendre functions); functions vanishing identically for negative values of the argument (including arbitrary powers); and functions that do not belong to either of the above classes. The transform pairs are numbered consecutively and arranged systematically according to the analytical character of the frequency function. The next two tables give the inverse transforms of the functions listed in the first and third tables, respectively. This monograph will appeal to students and specialists in the fields of probability and mathematical statistics.
Author : Fritz Oberhettinger
Publisher : Springer Science & Business Media
ISBN 13 : 3642743498
Total Pages : 261 pages
Book Rating : 4.6/5 (427 download)
Download or read book Tables of Fourier Transforms and Fourier Transforms of Distributions written by Fritz Oberhettinger and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a collection of integrals of the sine-, cosine- and exponential Fourier transforms of functions f(x). It is the second, considerably enlarged version of the author's previous publication "Tabellen zur Fourier Transformation" (Springer-Verlag 1957). In addition to numerous new results in Parts I-III, a new Part IV has been introduced dealing with problems in mathematical statistics. The aim of the book is to serve as a reference work for all those whose main interest is in the application of Fourier transform methods. These methods have found a wide variety of applications in the natural and technical sciences.
Author : William Fulton Dickenson
Publisher :
ISBN 13 :
Total Pages : 114 pages
Book Rating : 4.:/5 (256 download)
Download or read book Fourier Transforms and Probability Distributions written by William Fulton Dickenson and published by . This book was released on 1973 with total page 114 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Schucker Thomas
Publisher : World Scientific Publishing Company
ISBN 13 : 9813104406
Total Pages : 180 pages
Book Rating : 4.8/5 (131 download)
Download or read book Distributions, Fourier Transforms And Some Of Their Applications To Physics written by Schucker Thomas and published by World Scientific Publishing Company. This book was released on 1991-04-22 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, distributions are introduced via sequences of functions. This approach due to Temple has two virtues:The Fourier transform is defined for functions and generalized to distributions, while the Green function is defined as the outstanding application of distributions. Using Fourier transforms, the Green functions of the important linear differential equations in physics are computed. Linear algebra is reviewed with emphasis on Hilbert spaces. The author explains how linear differential operators and Fourier transforms naturally fit into this frame, a point of view that leads straight to generalized fourier transforms and systems of special functions like spherical harmonics, Hermite, Laguerre, and Bessel functions.
Author : Robert S. Strichartz
Publisher : World Scientific
ISBN 13 : 9789812384300
Total Pages : 238 pages
Book Rating : 4.3/5 (843 download)
Download or read book A Guide to Distribution Theory and Fourier Transforms written by Robert S. Strichartz and published by World Scientific. This book was released on 2003 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: This important book provides a concise exposition of the basic ideas of the theory of distribution and Fourier transforms and its application to partial differential equations. The author clearly presents the ideas, precise statements of theorems, and explanations of ideas behind the proofs. Methods in which techniques are used in applications are illustrated, and many problems are included. The book also introduces several significant recent topics, including pseudodifferential operators, wave front sets, wavelets, and quasicrystals. Background mathematical prerequisites have been kept to a minimum, with only a knowledge of multidimensional calculus and basic complex variables needed to fully understand the concepts in the book.A Guide to Distribution Theory and Fourier Transforms can serve as a textbook for parts of a course on Applied Analysis or Methods of Mathematical Physics, and in fact it is used that way at Cornell.
Author : Pierre Brémaud
Publisher : Springer
ISBN 13 : 3319095900
Total Pages : 396 pages
Book Rating : 4.3/5 (19 download)
Download or read book Fourier Analysis and Stochastic Processes written by Pierre Brémaud and published by Springer. This book was released on 2014-09-16 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work is unique as it provides a uniform treatment of the Fourier theories of functions (Fourier transforms and series, z-transforms), finite measures (characteristic functions, convergence in distribution), and stochastic processes (including arma series and point processes). It emphasises the links between these three themes. The chapter on the Fourier theory of point processes and signals structured by point processes is a novel addition to the literature on Fourier analysis of stochastic processes. It also connects the theory with recent lines of research such as biological spike signals and ultrawide-band communications. Although the treatment is mathematically rigorous, the convivial style makes the book accessible to a large audience. In particular, it will be interesting to anyone working in electrical engineering and communications, biology (point process signals) and econometrics (arma models). Each chapter has an exercise section, which makes Fourier Analysis and Stochastic Processes suitable for a graduate course in applied mathematics, as well as for self-study.
Author : Hamish D. Meikle
Publisher : John Wiley & Sons
ISBN 13 : 3527618570
Total Pages : 238 pages
Book Rating : 4.5/5 (276 download)
Download or read book A New Twist to Fourier Transforms written by Hamish D. Meikle and published by John Wiley & Sons. This book was released on 2008-06-25 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: Making use of the inherent helix in the Fourier transform expression, this book illustrates both Fourier transforms and their properties in the round. The author draws on elementary complex algebra to manipulate the transforms, presenting the ideas in such a way as to avoid pages of complicated mathematics. Similarly, abbreviations are not used throughout and the language is kept deliberately clear so that the result is a text that is accessible to a much wider readership. The treatment is extended with the use of sampled data to finite and discrete transforms, the fast Fourier transform, or FFT, being a special case of a discrete transform. The application of Fourier transforms in statistics is illustrated for the first time using the examples operational research and later radar detection. In addition, a whole chapter on tapering or weighting functions is added for reference. The whole is rounded off by a glossary and examples of diagrams in three dimensions made possible by today's mathematics programs.
Author : Saloman Bochner
Publisher : Univ of California Press
ISBN 13 : 0520372530
Total Pages : 184 pages
Book Rating : 4.5/5 (23 download)
Download or read book Harmonic Analysis and the Theory of Probability written by Saloman Bochner and published by Univ of California Press. This book was released on 2022-08-19 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title is part of UC Press's Voices Revived program, which commemorates University of California Press’s mission to seek out and cultivate the brightest minds and give them voice, reach, and impact. Drawing on a backlist dating to 1893, Voices Revived makes high-quality, peer-reviewed scholarship accessible once again using print-on-demand technology. This title was originally published in 1955.
Author : Walter C. Giffin
Publisher :
ISBN 13 :
Total Pages : 256 pages
Book Rating : 4.3/5 (91 download)
Download or read book Transform Techniques for Probability Modeling written by Walter C. Giffin and published by . This book was released on 1975 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Alexander I. Saichev
Publisher : Birkhäuser
ISBN 13 : 3319925865
Total Pages : 413 pages
Book Rating : 4.3/5 (199 download)
Download or read book Distributions in the Physical and Engineering Sciences, Volume 3 written by Alexander I. Saichev and published by Birkhäuser. This book was released on 2018-08-03 with total page 413 pages. Available in PDF, EPUB and Kindle. Book excerpt: Continuing the authors’ multivolume project, this text considers the theory of distributions from an applied perspective, demonstrating how effective a combination of analytic and probabilistic methods can be for solving problems in the physical and engineering sciences. Volume 1 covered foundational topics such as distributional and fractional calculus, the integral transform, and wavelets, and Volume 2 explored linear and nonlinear dynamics in continuous media. With this volume, the scope is extended to the use of distributional tools in the theory of generalized stochastic processes and fields, and in anomalous fractional random dynamics. Chapters cover topics such as probability distributions; generalized stochastic processes, Brownian motion, and the white noise; stochastic differential equations and generalized random fields; Burgers turbulence and passive tracer transport in Burgers flows; and linear, nonlinear, and multiscale anomalous fractional dynamics in continuous media. The needs of the applied-sciences audience are addressed by a careful and rich selection of examples arising in real-life industrial and scientific labs and a thorough discussion of their physical significance. Numerous illustrations generate a better understanding of the core concepts discussed in the text, and a large number of exercises at the end of each chapter expand on these concepts. Distributions in the Physical and Engineering Sciences is intended to fill a gap in the typical undergraduate engineering/physical sciences curricula, and as such it will be a valuable resource for researchers and graduate students working in these areas. The only prerequisites are a three-four semester calculus sequence (including ordinary differential equations, Fourier series, complex variables, and linear algebra), and some probability theory, but basic definitions and facts are covered as needed. An appendix also provides background material concerning the Dirac-delta and other distributions.
Author : L. Beall
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (13 download)
Download or read book The Application of the Discrete Fast Fourier Transform (FFT) to the Convolution of Probability Distributions written by L. Beall and published by . This book was released on 1970 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : I︠U︡riĭ Vladimirovich Linnik
Publisher :
ISBN 13 :
Total Pages : 266 pages
Book Rating : 4.3/5 (91 download)
Download or read book Decomposition of Probability Distributions written by I︠U︡riĭ Vladimirovich Linnik and published by . This book was released on 1964 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Odile Pons
Publisher : World Scientific
ISBN 13 : 9811213542
Total Pages : 260 pages
Book Rating : 4.8/5 (112 download)
Download or read book Probability And Stochastic Processes: Work Examples written by Odile Pons and published by World Scientific. This book was released on 2020-03-13 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is intended to undergraduate students, it presents exercices and problems with rigorous solutions covering the mains subject of the course with both theory and applications.The questions are solved using simple mathematical methods: Laplace and Fourier transforms provide direct proofs of the main convergence results for sequences of random variables.The book studies a large range of distribution functions for random variables and processes: Bernoulli, multinomial, exponential, Gamma, Beta, Dirichlet, Poisson, Gaussian, Chi2, ordered variables, survival distributions and processes, Markov chains and processes, Brownian motion and bridge, diffusions, spatial processes.
Author : Umberto Cherubini
Publisher : John Wiley & Sons
ISBN 13 : 0470684925
Total Pages : 326 pages
Book Rating : 4.4/5 (76 download)
Download or read book Fourier Transform Methods in Finance written by Umberto Cherubini and published by John Wiley & Sons. This book was released on 2010-01-05 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension of existing pricing models beyond the traditional Black-Scholes setting and a need to evaluate prices consistently with the market quotes. Fourier Transform Methods in Finance is a practical and accessible guide to pricing financial instruments using Fourier transform. Written by an experienced team of practitioners and academics, it covers Fourier pricing methods; the dynamics of asset prices; non stationary market dynamics; arbitrage free pricing; generalized functions and the Fourier transform method. Readers will learn how to: compute the Hilbert transform of the pricing kernel under a Fast Fourier Transform (FFT) technique characterise the price dynamics on a market in terms of the characteristic function, allowing for both diffusive processes and jumps apply the concept of characteristic function to non-stationary processes, in particular in the presence of stochastic volatility and more generally time change techniques perform a change of measure on the characteristic function in order to make the price process a martingale recover a general representation of the pricing kernel of the economy in terms of Hilbert transform using the theory of generalised functions apply the pricing formula to the most famous pricing models, with stochastic volatility and jumps. Junior and senior practitioners alike will benefit from this quick reference guide to state of the art models and market calibration techniques. Not only will it enable them to write an algorithm for option pricing using the most advanced models, calibrate a pricing model on options data, and extract the implied probability distribution in market data, they will also understand the most advanced models and techniques and discover how these techniques have been adjusted for applications in finance. ISBN 978-0-470-99400-9
Author : Hans Bremermann
Publisher :
ISBN 13 :
Total Pages : 210 pages
Book Rating : 4.F/5 ( download)
Download or read book Distributions, Complex Variables, and Fourier Transforms written by Hans Bremermann and published by . This book was released on 1965 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt:
