Max-stable random fields play a central role in modeling extreme value phenomena. We obtain an explicit formula for the conditional probability in general max-linear models, which include a large ...

Random environment: An external stochastic framework where key parameters governing a process, such as reproduction rates, vary according to a probability law.

Catalog : EECE.5840 Probability and Random Processes (Formerly 16.584) EECE.5840 — Graduate Id: 003318 Offering: 1 Credits: 3-3 Description Sample space, Field and Probability Measure. Axiomatic ...

We formulate and analyze a graphical model selection method for inferring the conditional independence graph of a high-dimensional nonstationary Gaussian random process (time series) from a ...

Introduction to probability, random processes and basic statistical methods to address the random nature of signals and systems that engineers analyze, characterize and apply in their designs. It ...

Abstract We consider risk minimization problems for Markov decision processes. From a standpoint of making the risk of random reward variable at each time as small as possible, a risk measure is ...

By analogy with statistical mechanics we consider a random collision process with discrete time n and continuous states x ∈ [0, ∞). We assume three conditions (i), (ii) and (iii), which can be applied ...