This is a preview. Log in through your library . Abstract We consider a discrete time hidden Markov model where the signal is a stationary Markov chain. When conditioned on the observations, the ...

A critical branching process {Zk, k = 0, 1, 2,...} in a random environment is considered. A conditional functional limit theorem for the properly scaled process {log Zpu, 0 ≤ u < ∞} is established ...

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

Branching processes in random environments constitute a significant class of stochastic models designed to capture the interplay between intrinsic reproductive dynamics and extrinsic environmental ...

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 ...

Studies axioms, counting formulas, conditional probability, independence, random variables, continuous and discrete distribution, expectation, joint distributions, moment generating functions, law of ...

This course is compulsory on the BSc in Mathematics, Statistics and Business. This course is available on the BSc in Data Science, BSc in Mathematics with Data Science, Erasmus Reciprocal Programme of ...