Sample space, Field and Probability Measure. Axiomatic definition of Probability. Bayes' theorem. Repeated trials. Continuous and discrete random variables and their probability distribution 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 ...

We study the tail behavior of regularly varying infinitely divisible random vectors and additive processes, i.e. stochastic processes with independent but not necessarily stationary increments. We ...

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

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 ...

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 ...

Random walks constitute a foundational concept in probability theory, describing the seemingly erratic movement of particles or agents as they traverse a space in a series of stochastic steps. In many ...

This course is available on the MSc in Applicable Mathematics, MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available as an outside option to ...

This course is available on the MSc in Applicable Mathematics, MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available as an outside option to ...