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 ...

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 ...

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

This is a preview. Log in through your library . Abstract Random walks are a fundamental model in applied mathematics and are a common example of a Markov chain. The limiting stationary distribution ...

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 ...

Journal of Applied Probability, Vol. 29, No. 1 (Mar., 1992), pp. 156-167 (12 pages) We present some monotonicity and convexity properties for the sequence of partial sums associated with a sequence of ...

This course is available on the BSc in Actuarial Science and BSc in Mathematics, Statistics and Business. This course is not available as an outside option nor to General Course students. Course ...

Description: Introduction to probability, random variables, and stochastic processes. Ito calculus and stochastic differential equations. Brownian dynamics and Bridge processes. Applications to ...

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

This course is available on the BSc in Actuarial Science, BSc in Data Science and BSc in Mathematics, Statistics and Business. This course is available with permission as an outside option to students ...