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

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 ...

Introduction to probability, random processes and basic statistical methods to address the random nature of signals and systems that engineers analyze, characterize and apply in their designs. It ...

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 ...

In this paper we consider point processes Nf (t), t > 0, with independent increments and integer-valued jumps whose distribution is expressed in terms of Bernštein ...

Introduction to probability theory and statistical methods necessary for analyzing the behavior of processes and experiments. Statistical tests for detecting significant changes in process parameters.

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 analytic functions are a fundamental object of study in modern complex analysis and probability theory. These functions, often defined through power series with random coefficients, exhibit ...