Stochastic differential equations (SDEs) and random processes form a central framework for modelling systems influenced by inherent uncertainties. These mathematical constructs are used to rigorously ...

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

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 ...

Here’s a game Claude Shannon, the founder of information theory, invented in 1948. He was trying to model the English language as a random process. Go to your bookshelf, pick up a random book, open it ...

The Annals of Probability, Vol. 1, No. 6 (Dec., 1973), pp. 968-981 (14 pages) This paper is mainly a survey of results on the problem of finding necessary and sufficient conditions for a Gaussian ...

Continuous-space-time branching processes (CSBP) are investigated in order to model random energy cascades. CSBPs are based on spectrally positive Lévy processes and, as such, are characterized by ...