Wavelets
and Operators, by Y. Meyer. Prof. Meyer writes his findings
mostly as books instead of articles, and `Wavelets and operators' is
the wonderful account of wavelet theory as he crafted it in the late
eighties. The book used to be on all wavelet mustread lists in the
nineties. Make no mistake: this is undigested material written for
mathematicians, but learning even parts of Meyer's mathematics is a
very rewarding experience.



Wavelets
: CalderonZygmund and Multilinear Operators , by Y. Meyer and
R. Coifman. Sequence to `Wavelet and operators'. Contains theory on
singular integral operators, including the wavelet proof of the T(1)
theorem and extensions to several other problems. For mathematicians.



A Mathematical Introduction to Wavelets, by P. Wojtaszczyk.



Wavelets through a Looking Glass, by O. Bratteli and P. Jorgensen.



NEW! Appeared in August 2006: P. Jorgensen and B. Treadway's Analysis and Probability : Wavelets, Signals, Fractals.
 

NEW! Appeared in March 2006: Wave
Packet Analysis by C. Thiele. Wavelets and other important
wave packet ideas, from the point of view of pure harmonic
analysis. The main application is to proving bounds on multilinear
operators (a generalization of singular integral operators.) This book
is intended for mathematicians. 


A first course on wavelets, by E. Hernandez and G. Weiss.
 
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