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 ...
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 ...
The Annals of Probability, Vol. 1, No. 6 (Dec., 1973), pp. 968-981 (14 pages) This paper is mainly a survey of results on the problem of finding necessary and sufficient conditions for a Gaussian ...
Continuous-space-time branching processes (CSBP) are investigated in order to model random energy cascades. CSBPs are based on spectrally positive Lévy processes and, as such, are characterized by ...
CATALOG DESCRIPTION: Advanced topics in random processes: point processes, Wiener processes; Markov processes, spectral representation, series expansion of random processes, linear filtering, Wiener ...
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