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

Will a certain tritium atom decay by a certain time? According to our current science, this question concerning physical phenomena should be answered by sampling from a probability distribution, a ...

Branching processes in random environments (BPREs) extend classical Galton–Watson models by allowing the reproduction law to vary according to a sequence of random factors. In each generation, the ...

Probability inequalities provide bounds on the likelihood that a stochastic process deviates from its expected behaviour. They encompass a broad class of results—such as exponential, sub-Gaussian and ...

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