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

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

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 ...

This is a preview. Log in through your library . Abstract The results of this paper deal directly with the behavior of compositions of random probability generating functions. These results are then ...

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 ...

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