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

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 ...

Random walks constitute one of the most fundamental models in the study of stochastic processes, representing systems that evolve in a sequence of random steps. Their applications range from modelling ...

We examine a family of supercritical branching processes and compute the density of the limiting random variable, W, for their normalized population size. In this example the left tail of W decays ...

The Annals of Probability, Vol. 1, No. 6 (Dec., 1973), pp. 968-981 (14 pages) This paper is mainly a survey of results on the problem of finding necessary and sufficient conditions for a Gaussian ...

Every electronic circuit has some noise and it can affect both analog and digital circuits. Some noise comes from outside interference while some comes from random factors such as thermal effects.

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