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 book is aimed at covering the bases on random variables, random vectors and stochastic processes, necessary to be able to address the study of stochastic models based mainly on random and ...
The aim of this paper is to analyze a class of random processes which models the motion of a particle on the real line with random velocity and subject to the action of friction. The speed randomly ...
Journal of Applied Probability and Advances in Applied Probability have for four decades provided a forum for original research and reviews in applied probability, mapping the development of ...
French mathematician and astronomer, Pierre-Simon Laplace brought forth the first major treatise on probability that combined calculus and probability theory in 1812. A single roll of the dice can be ...
CATALOG DESCRIPTION: Advanced topics in random processes: point processes, Wiener processes; Markov processes, spectral representation, series expansion of random processes, linear filtering, Wiener ...