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 Applied Probability and Advances in Applied Probability have for four decades provided a forum for original research and reviews in applied probability, mapping the development of ...

A simple procedure for deriving the probability density function (pdf) for sums of uniformly distributed random variables is offered. This method is suited to introductory courses in probability and ...

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 ...

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 ...

Fuzzy statistics and random variables represent a progressive fusion of traditional probability theory with the principles of fuzzy logic, enabling the treatment of imprecision and vagueness inherent ...

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 ...

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 ...