CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...
A random variable is a mathematical function that maps outcomes of random experiments to numbers. It can be thought of as the numeric result of operating a non-deterministic mechanism or performing a ...
Random walks serve as fundamental models in the study of stochastic processes, simulating phenomena ranging from molecular diffusion to queuing networks and financial systems. Their inherent ...
Branching processes in random environments constitute a significant class of stochastic models designed to capture the interplay between intrinsic reproductive dynamics and extrinsic environmental ...
CATALOG DESCRIPTION: Advanced topics in random processes: point processes, Wiener processes; Markov processes, spectral representation, series expansion of random processes, linear filtering, Wiener ...