COURSE GOALS: Probability and random processes are central fields of mathematics and are widely applied in many areas including risk assessment, statistics, machine learning, data networks, operations ...

It includes discrete and continuous random variables, their probability distributions and analytical and statistical methods for determining the mean, variance and higher order moments that ...

Provides a one-semester course in probability and statistics with applications in the engineering sciences. Probability of events, discrete and continuous random variables cumulative distribution, ...

Stochastic differential equations (SDEs) and random processes form a central framework for modelling systems influenced by inherent uncertainties.

ISBN 0073660116 A. Leon-Garcia, Probability, statistics, and random processes for electrical engineering, 3rd Edition, Pearson/Prentice Hall, 2008. ISBN 0131471228 R. D. Yates and D. J. Goodman, ...

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 ...

We study the asymptotic behaviour of the probability of non-extinction of a critical multi-type Galton–Watson process in i.i.d. random environments by using limit theorems for products of positive ...

Outline 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 ...

COURSE GOALS: Probability and random processes are central fields of mathematics and are widely applied in many areas including risk assessment, statistics, machine learning, data networks, operations ...

General criteria are given to ensure that in a family of discrete random processes, given parameters exhibit convergence to the solution of a system of differential equations. As one application we ...