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Random Fourier Series with Applications to Harmonic Analysis. (AM-101), Volume 101 / / Gilles Pisier, Michael B. Marcus



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Autore: Marcus Michael B. Visualizza persona
Titolo: Random Fourier Series with Applications to Harmonic Analysis. (AM-101), Volume 101 / / Gilles Pisier, Michael B. Marcus Visualizza cluster
Pubblicazione: Princeton, NJ : , : Princeton University Press, , [2016]
©1982
Descrizione fisica: 1 online resource (161 pages)
Disciplina: 515/.2433
Soggetto topico: Fourier series
Harmonic analysis
Soggetto non controllato: Abelian group
Almost periodic function
Almost surely
Banach space
Big O notation
Cardinality
Central limit theorem
Circle group
Coefficient
Commutative property
Compact group
Compact space
Complex number
Continuous function
Corollary
Discrete group
Equivalence class
Existential quantification
Finite group
Fourier series
Gaussian process
Haar measure
Harmonic analysis
Independence (probability theory)
Inequality (mathematics)
Integer
Irreducible representation
Non-abelian group
Non-abelian
Normal distribution
Orthogonal group
Orthogonal matrix
Probability distribution
Probability measure
Probability space
Probability
Random function
Random matrix
Random variable
Rate of convergence
Real number
Ring (mathematics)
Scientific notation
Set (mathematics)
Slepian's lemma
Small number
Smoothness
Stationary process
Subgroup
Subset
Summation
Theorem
Uniform convergence
Unitary matrix
Variance
Persona (resp. second.): PisierGilles
Note generali: Bibliographic Level Mode of Issuance: Monograph
Nota di bibliografia: Includes bibliographical references and index.
Nota di contenuto: Frontmatter -- CONTENTS -- CHAPTER I: INTRODUCTION -- CHAPTER II: PRELIMINARIES -- CHAPTER III: RANDOM FOURIER SERIES ON LOCALLY COMPACT ABELIAN GROUPS -- CHAPTER IV: THE CENTRAL LIMIT THEOREM AND RELATED QUESTIONS -- CHAPTER V: RANDOM FOURIER SERIES ON COMPACT NON-ABELIAN GROUPS -- CHAPTER VI: APPLICATIONS TO HARMONIC ANALYSIS -- CHAPTER VII: ADDITIONAL RESULTS AND COMMENTS -- REFERENCES -- INDEX OF TERMINOLOGY -- INDEX OF NOTATIONS -- Backmatter
Sommario/riassunto: In this book the authors give the first necessary and sufficient conditions for the uniform convergence a.s. of random Fourier series on locally compact Abelian groups and on compact non-Abelian groups. They also obtain many related results. For example, whenever a random Fourier series converges uniformly a.s. it also satisfies the central limit theorem. The methods developed are used to study some questions in harmonic analysis that are not intrinsically random. For example, a new characterization of Sidon sets is derived.The major results depend heavily on the Dudley-Fernique necessary and sufficient condition for the continuity of stationary Gaussian processes and on recent work on sums of independent Banach space valued random variables. It is noteworthy that the proofs for the Abelian case immediately extend to the non-Abelian case once the proper definition of random Fourier series is made. In doing this the authors obtain new results on sums of independent random matrices with elements in a Banach space. The final chapter of the book suggests several directions for further research.
Titolo autorizzato: Random Fourier Series with Applications to Harmonic Analysis. (AM-101), Volume 101  Visualizza cluster
ISBN: 1-4008-8153-6
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910154747303321
Lo trovi qui: Univ. Federico II
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Serie: Annals of mathematics studies ; ; Number 101.