CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...

Ivan Bajic (ibajic at ensc.sfu.ca) Office hours: Monday and Wednesday, 13:00-14:00 online (Zoom, see the link in course materials) Introduction to the theories of probability and random variables, and ...

Random walks constitute one of the most fundamental models in the study of stochastic processes, representing systems that evolve in a sequence of random steps. Their applications range from modelling ...

Gaussian processes offer a versatile framework to model and analyse continuous random phenomena, making them particularly useful in quantifying the probability of ruin in financial and insurance ...

We give necessary and sufficient conditions for $P(\sum{_{n=1}^{\infty}}(A + S_{n})^{-1} < \infty) = 1$ in terms of E(∑n=1 ∞(A + Sn)-1), where Sn is the sum of n ...

French mathematician and astronomer, Pierre-Simon Laplace brought forth the first major treatise on probability that combined calculus and probability theory in 1812. A single roll of the dice can be ...

Journal of Applied Probability and Advances in Applied Probability have for four decades provided a forum for original research and reviews in applied probability, mapping the development of ...

This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Business Mathematics and Statistics, BSc in Data Science, BSc in Financial Mathematics and Statistics, ...

This project aims at developing mathematical statistics and probability theory to provide methodologies for modeling and analysis of complex random systems. Statistical methods enable analysis of ...