Fourier series and integrals (Probability and mathematical statistics)

Fourier series and integrals (Probability and mathematical statistics) by H. Dym and H.P. McKean. hardcover edition. ISBN: 9780122264504.

The ideas of Fourier have made their way into every branch of mathematics and mathematical physics, from the theory of numbers to quantum mechanics. Fourier Series and Integrals focuses on the extraordinary power and flexibility of Fouriers basic series and integrals and on the astonishing variety of applications in which it is the chief tool. It presents a mathematical account of Fourier ideas on the circle and the line, on finite commutative groups, and on a few important noncommutative groups. A wide variety of exercises are placed in nearly every section as an integral part of the text.