Random fields and Gaussian processes constitute fundamental frameworks in modern probability theory and spatial statistics, providing robust tools for modelling complex dependencies over space and ...
Random walks constitute a fundamental model in probability theory, widely employed to elucidate diffusion processes and random fluctuations in disordered systems. The Gaussian free field (GFF) ...
CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...
The Annals of Probability, Vol. 41, No. 2 (March 2013), pp. 1088-1114 (27 pages) The limit Gaussian distribution of multivariate weighted functionals of nonlinear transformations of Gaussian ...