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

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 ...

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 ...

Random walks serve as fundamental models in the study of stochastic processes, simulating phenomena ranging from molecular diffusion to queuing networks and financial systems. Their inherent ...

Description: Introduction to probability, random variables, and stochastic processes. Ito calculus and stochastic differential equations. Brownian dynamics and Bridge processes. Applications to ...

We study the asymptotics of large, moderate and normal deviations for the connected components of the sparse random graph by the method of stochastic processes. We obtain the logarithmic asymptotics ...

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 project aims at developing mathematical statistics and probability theory to provide methodologies for modeling and analysis of complex random systems. Statistical methods enable analysis of ...

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