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 ...

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 ...

Introduction to probability theory and statistical methods necessary for analyzing the behavior of processes and experiments. Statistical tests for detecting significant changes in process parameters.

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 ...

Random walks constitute a fundamental model in probability theory, widely employed to elucidate diffusion processes and random fluctuations in disordered systems. The Gaussian free field (GFF) ...