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 The results of this paper deal directly with the behavior of compositions of random probability generating functions. These results are then ...

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 discrete time hidden Markov model where the signal is a stationary Markov chain. When conditioned on the observations, the ...

Random fields and Gaussian processes constitute fundamental frameworks in modern probability theory and spatial statistics, providing robust tools for modelling complex dependencies over space and ...

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 ...

What happened when a gambler asked for help from a mathematician? The formal study of Probability. Infinite Series is available to stream on pbs.org and the free PBS App, available on iPhone, Apple TV ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

Here’s a deceptively simple exercise: Come up with a random phone number. Seven digits in a sequence, chosen so that every digit is equally likely, and so that your choice of one digit doesn’t affect ...

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