Catalog : EECE.5840 Probability and Random Processes (Formerly 16.584) EECE.5840 — Graduate Id: 003318 Offering: 1 Credits: 3-3 Description Sample space, Field and Probability Measure. Axiomatic ...

COURSE GOALS: Probability and random processes are central fields of mathematics and are widely applied in many areas including risk assessment, statistics, machine learning, data networks, operations ...

We introduce a stochastic process that describes a finite-velocity damped motion on the real line. Differently from the telegraph process, the random times between consecutive velocity changes have ...

In the real world, probability is a tough thing to characterize. If I roll a die, what does it mean to say that it has a one-sixth chance of coming up 5? We say that the outcome is random because ...

We derive a variety of estimates for the survival probability of a branching process in a random environment. There are three cases of interest, the critical, weakly and strongly subcritical.

Random environment: An external stochastic framework where key parameters governing a process, such as reproduction rates, vary according to a probability law.

The French mathematician spent decades developing a set of tools now widely used for taming random processes.

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