CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...
The aim of this paper is to analyze a class of random processes which models the motion of a particle on the real line with random velocity and subject to the action of friction. The speed randomly ...
Consider a real-valued discrete-time stationary and ergodic stochastic process, called the noise process. For each dimension n, we can choose a stationary point process in Rn and a translation ...
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 ...
CATALOG DESCRIPTION: Advanced topics in random processes: point processes, Wiener processes; Markov processes, spectral representation, series expansion of random processes, linear filtering, Wiener ...