CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...
Stationary random processes form a foundational class of models in probability theory, characterised by probabilistic properties that remain invariant under time shifts. Limit theorems for such ...
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 ...
CATALOG DESCRIPTION: Advanced topics in random processes: point processes, Wiener processes; Markov processes, spectral representation, series expansion of random processes, linear filtering, Wiener ...