Analysis and Probability

• Introduction: Measures on path space.- Transition probabilities: Random walk.- ?o vs. ?.- A case study: Duality for Cantor sets.- Infinite products.- The minimal eigenfunction.- Generalizations and applications.- Pyramids and operators.- Pairs of representations of the Cuntz algebras , and their application to multiresolutions.

From the reviews: "I find that the best texts ... are those drawn from lectures delivered to varied audiences over time. This is such a book ... . it also goes further than many to clear a pathway to success for the diligent reader. ... discusses the content of the recommended works and their specific topical relation to each chapter in concluding sections entitled 'References and remarks'. The additional remarks make all the difference. That form of presentation is why this text has excellent motivation throughout ... ." (Tom Schulte, MathDL, February, 2007) "In this book, an entry in Springer's Graduate Texts in Mathematics series, the author has made the effort to put enough material on probability theory, wavelets and frames, operators, Cuntz algebras, and the Perron-Frobenius theorem ... The illustrations, including graphs of wavelets and signal processing diagrams, are plentiful and illuminating. The multitude of topics in mathematics covered and the links between them that are described in this book mean that there is something for everyone." (Judith A. Packer, Mathematical Reviews, Issue 2008 a)