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 ...

The present paper considers the stochastic difference equation Yn=AnYn-1+Bn with i.i.d. random pairs (An,Bn) and obtains conditions under which Yn converges in ...

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

Journal of Applied Probability, Vol. 36, No. 2 (Jun., 1999), pp. 473-491 (19 pages) In this paper we introduce the notion of general final state random variables for generalized epidemic models. These ...

Applications range from medical imaging to autonomous vehicle technology. Learn data manipulation techniques to improve signal or image fidelity. Understand the theory of probability and stochastic ...

A. Papoulis and S. U. Pillai, Probability, random variables, and stochastic processes, 4th Edition, McGraw-Hill, 2002. ISBN 0073660116 A. Leon-Garcia, Probability, statistics, and random processes for ...

Analysis and implementation of numerical methods for random processes: random number generators, Monte Carlo methods, Markov chains, stochastic differential equations, and applications. Recommended ...