The book features new directions in analysis, with an emphasis on Hilbert space, mathematical physics, and stochastic processes. We interpret "non-commutative analysis" broadly to include representations of non-Abelian groups, and non-Abelian algebras; emphasis on Lie groups and operator algebras (C* algebras and von Neumann algebras.) A second theme is commutative and non-commutative harmonic analysis, spectral theory, operator theory and their applications. The list of topics includes shift invariant spaces, group action in differential geometry, and frame theory (over-complete bases) and their applications to engineering (signal processing and multiplexing), projective multi-resolutions, and free probability algebras.The book serves as an accessible introduction, offering a timeless presentation, attractive and accessible to students, both in mathematics and in neighboring fields.