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

Gaussian processes offer a versatile framework to model and analyse continuous random phenomena, making them particularly useful in quantifying the probability of ruin in financial and insurance ...

Random fields and Gaussian processes constitute fundamental frameworks in modern probability theory and spatial statistics, providing robust tools for modelling complex dependencies over space and ...

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 ...

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 ...

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