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

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 ...

Branching processes in random environments constitute a significant class of stochastic models designed to capture the interplay between intrinsic reproductive dynamics and extrinsic environmental ...

We describe a new class of self-similar symmetric α-stable processes with stationary increments arising as a large time scale limit in a situation where many users are earning random rewards or ...

This is a preview. Log in through your library . Abstract We give (i) the Cramér power spectral measure of the general shot noise process with random excitation and non-Poisson stationary driving ...

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