Harmonic Analysis and the Theory of Probability

Harmonic Analysis and the Theory of Probability by Salomon Bochner is a landmark monograph that rigorously links two central domains of modern mathematics: Fourier analysis and probability theory. Written during the author's time at the Statistical Laboratory at Berkeley under the direction of Jerzy Neyman, the book develops a unified account of approximation, Fourier expansions, Laplace and Mellin transforms, stochastic processes, and their deep interrelations. Bochner's treatment moves fl...