CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...
Will a certain tritium atom decay by a certain time? According to our current science, this question concerning physical phenomena should be answered by sampling from a probability distribution, a ...
Branching processes in random environments (BPREs) extend classical Galton–Watson models by allowing the reproduction law to vary according to a sequence of random factors. In each generation, the ...
Random walk models lie at the heart of stochastic dynamics, describing systems in which successive displacements occur according to probability laws. Such processes range from simple, memoryless ...
CATALOG DESCRIPTION: Advanced topics in random processes: point processes, Wiener processes; Markov processes, spectral representation, series expansion of random processes, linear filtering, Wiener ...