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

Stochastic differential equations (SDEs) and random processes form a central framework for modelling systems influenced by inherent uncertainties. These mathematical constructs are used to rigorously ...

We study the tail behavior of regularly varying infinitely divisible random vectors and additive processes, i.e. stochastic processes with independent but not necessarily stationary increments. We ...

This is a preview. Log in through your library . Abstract We consider a model of diffusion in random media with a two-way coupling (i.e., a model in which the randomness of the medium influences the ...

The course is concerned with behavior of random walks on certain infinite graphs which are currently in vigorous development. This is a topic of dicrete probability are full of surprising and ...

Random processes take place all around us. It rains one day but not the next; stocks and bonds gain and lose value; traffic jams coalesce and disappear. Because they’re governed by numerous factors ...

Random number generation is a central process in many applications, including cryptography, security, and scientific simulations. It is the process of generating a series of numbers that cannot be ...

Here’s a game Claude Shannon, the founder of information theory, invented in 1948. He was trying to model the English language as a random process. Go to your bookshelf, pick up a random book, open it ...