CATALOG DESCRIPTION: Advanced topics in random processes: point processes, Wiener processes; Markov processes, spectral representation, series expansion of random processes, linear filtering, Wiener ...

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 ...

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 ...

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 ...

Branching processes in random environments constitute a significant class of stochastic models designed to capture the interplay between intrinsic reproductive dynamics and extrinsic environmental ...