CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...
Stationary random processes form a foundational class of models in probability theory, characterised by probabilistic properties that remain invariant under time shifts. Limit theorems for such ...
Will a certain tritium atom decay by a certain time? According to our current science, this question concerning physical phenomena should be answered by sampling from a probability distribution, a ...
Random walk models lie at the heart of stochastic dynamics, describing systems in which successive displacements occur according to probability laws. Such processes range from simple, memoryless ...
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 ...
CATALOG DESCRIPTION: Advanced topics in random processes: point processes, Wiener processes; Markov processes, spectral representation, series expansion of random processes, linear filtering, Wiener ...
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