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

Statistics is the science of analyzing data; the use of statistics is ubiquitous in science, engineering, medicine and epidemiology, marketing, and many other application areas. Probability theory ...

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 ...

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 ...

This is a preview. Log in through your library . Abstract We construct a nondecreasing pure jump Markov process, whose jump measure heavily depends on the values taken by the process. We determine the ...

A mathematician who developed formulas to make random processes more predictable and helped to solve an iconic model of complex phenomena has won the 2024 Abel Prize, one of the field’s most coveted ...

The Annals of Statistics publishes research papers of the highest quality reflecting the many facets of contemporary statistics. Primary emphasis is placed on importance and originality, not on ...

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