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

We consider the problem of estimating a latent point process, given the realization of another point process. We establish an expression for the conditional distribution of a latent Poisson point ...

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 ...

This is a preview. Log in through your library . Abstract In this paper we present novel results for di screte-ti me and Markovian continuous-time multitype branching processes. As a population ...

This course is available on the BSc in Business Mathematics and Statistics, BSc in Mathematics and Economics, BSc in Mathematics with Economics and BSc in Statistics with Finance. This course is ...

Conditional probability occurs when it is given that something has happened. (Hint: look for the word “given” in the question. The probability that a tennis player wins the first set of a match is ...

Conditional probability occurs when it is given that something has happened. (Hint: look for the word “given” in the question. The probability that a tennis player wins the first set of a match is ...

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