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

This is a preview. Log in through your library . Abstract The results of this paper deal directly with the behavior of compositions of random probability generating functions. These results are then ...

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 ...

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

This course is available on the MSc in Applicable Mathematics, MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available as an outside option to ...