Journal of Applied Probability and Advances in Applied Probability have for four decades provided a forum for original research and reviews in applied probability, mapping the development of ...
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 ...
Random walks constitute a foundational concept in probability theory, describing the seemingly erratic movement of particles or agents as they traverse a space in a series of stochastic steps. In many ...
CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...
CATALOG DESCRIPTION: Advanced topics in random processes: point processes, Wiener processes; Markov processes, spectral representation, series expansion of random processes, linear filtering, Wiener ...