Analysis and Probability

by Palle E. T. Jorgensen

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Description

If people do not believe that mathematics is simple, it is only because they do not realize how complicated life is. —John von Neumann While this is a course in analysis, our approach departs from the beaten path in some ways. Firstly, we emphasize a variety of connections to themes from neighboring fields, such as wavelets, fractals and signals; topics typically not included in a gradu­ ate analysis course. This in turn entails excursions into domains with a probabilistic flavor. Yet the divers