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Название: Fourier Series and Integrals (Probability and Mathematical Statistics)
Авторы: Dym H., McKean H., Aldous D.
This classic text reads as well now as it did 15 yearsago when I read it as graduate student. Should be accessibleto better undergraduates but everyone interested in mathematicscan take pleasure in this presentation of a wide variety of topicsin basic Fourier theory together with interesting applications. But note that this book is not an introduction to current researchin harmonic analysis. For that one should look at books by Stein and others. Nonetheless, this is a beautiful introduction the basic theory.