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

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 ...

Research of the probability and statistics group includes particle systems, theoretical statistics, non-conventional random walks, random matrix theory, and random polynomials. Research interests also ...

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 ...

Introduction to probability theory and statistical methods necessary for analyzing the behavior of processes and experiments. Statistical tests for detecting significant changes in process parameters.

Gaussian processes offer a versatile framework to model and analyse continuous random phenomena, making them particularly useful in quantifying the probability of ruin in financial and insurance ...