In this talk the preliminaries for studying some of the famous function sapces in the context of time-frequency analysis are reviewed. First, the space of test function and distributions are defined and some familiar operations of the calculus applied to distributions are introduced. Also we need to study the space of rapidly decreasing functions and its dual, the space of tempered distributions. At this satage we are ready to present mixed norm and modulation spaces and display their role in Wavelet Theory.

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