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 ...
Metastability and random walks constitute central paradigms in the study of stochastic processes, providing deep insights into transient phenomena and long-term dynamics in complex systems.
CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...
The present paper considers the stochastic difference equation Yn=AnYn-1+Bn with i.i.d. random pairs (An,Bn) and obtains conditions under which Yn converges in ...
Applications range from medical imaging to autonomous vehicle technology. Learn data manipulation techniques to improve signal or image fidelity. Understand the theory of probability and stochastic ...
Stochastic dynamical systems arise in many scientific fields, such as asset prices in financial markets, neural activity in ...
Ivan Bajic (ibajic at ensc.sfu.ca) Office hours: Monday and Wednesday, 13:00-14:00 online (Zoom, see the link in course materials) Introduction to the theories of probability and random variables, and ...
Stochastic dominance (SD) theory is concerned with orderings of random variables by classes of utility functions characterized solely in terms of general properties. This paper discusses a type of ...
CATALOG DESCRIPTION: Advanced topics in random processes: point processes, Wiener processes; Markov processes, spectral representation, series expansion of random processes, linear filtering, Wiener ...
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