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

An essential companion for advanced undergraduate and graduate level courses in probability, this book describes the tools and results that are used extensively in the field and has worked examples, ...

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 ...

Probability inequalities provide bounds on the likelihood that a stochastic process deviates from its expected behaviour. They encompass a broad class of results—such as exponential, sub-Gaussian and ...

When the mathematicians Jeff Kahn and Gil Kalai first posed their “expectation threshold” conjecture in 2006, they didn’t believe it themselves. Their claim — a broad assertion about mathematical ...

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