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

Right now, I am using Probability and Random Processes for EE by Alberto Leon-Garcia. This has to be the most useless text book I have seen. The HW problems are nothing like the examples. Plus the ...

For a random walk with negative drift we study the exceedance probability (ruin probability) of a high threshold. The steps of this walk (claim sizes) constitute a stationary ergodic stable process.

The aim of this paper is to analyze a class of random processes which models the motion of a particle on the real line with random velocity and subject to the action of friction. The speed randomly ...

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 ...

Here’s a game Claude Shannon, the founder of information theory, invented in 1948. He was trying to model the English language as a random process. Go to your bookshelf, pick up a random book, open it ...

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 ...