Random walks constitute one of the most fundamental models in the study of stochastic processes, representing systems that evolve in a sequence of random steps. Their applications range from modelling ...

Stochastic dynamical systems arise in many scientific fields, such as asset prices in financial markets, neural activity in ...

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 ...

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 ...

Stochastic dominance (SD) theory is concerned with orderings of random variables by classes of utility functions characterized solely in terms of general properties. This paper discusses a type of ...

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 ...