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 ...

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 ...

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 construct a nondecreasing pure jump Markov process, whose jump measure heavily depends on the values taken by the process. We determine the ...

This is a preview. Log in through your library . The purpose of the Institute of Mathematical Statistics (IMS) is to foster the development and dissemination of the theory and applications of ...

Right now, I am using Probability and Random Processes for EE by Alberto Leon-Garcia. This has to be the most useless text book I have seen. The HW problems are nothing like the examples. Plus the ...

This project aims at developing mathematical statistics and probability theory to provide methodologies for modeling and analysis of complex random systems. Statistical methods enable analysis of ...

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