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

Journal of the Royal Statistical Society. Series A (General), Vol. 147, No. 2, The 150th Anniversary of the Royal Statistical Society (1984), pp. 233-244 (12 pages) Probability theory as a branch of ...

Sample space, Field and Probability Measure. Axiomatic definition of Probability. Bayes' theorem. Repeated trials. Continuous and discrete random variables and their probability distribution and ...

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 ...

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 ...

Random walks constitute a foundational concept in probability theory, describing the seemingly erratic movement of particles or agents as they traverse a space in a series of stochastic steps. In many ...

Explain why probability is important to statistics and data science. See the relationship between conditional and independent events in a statistical experiment. Calculate the expectation and variance ...

We derive a variety of estimates for the survival probability of a branching process in a random environment. There are three cases of interest, the critical, weakly and strongly subcritical. The ...

This course is available on the MSc in Applicable Mathematics, MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available as an outside option to ...