Random Process: A collection of random variables indexed by time or space that describes the evolution of a system under uncertainty.

Introduction to probability, random processes and basic statistical methods to address the random nature of signals and systems that engineers analyze, characterize and apply in their designs. It ...

Vector formulation of random variables and their parameters. Mean square estimation and orthogonality principle. Criteria for estimators. Introduction to random processes: distribution and density ...

Gaussian Processes – jointly Gaussian random variables, covariance matrices, filtered processes, power spectral density. Bayesian Estimation – MMSE criteria, estimation and Gaussian random vectors, ...

Appl. 123 (2013) 2353-2369), that any random variable can be represented as improper pathwise integral with respect to fractional Brownian motion. In this paper, we extend this result to cover a wide ...

In this study, we establish the Marcinkiewicz–Zygmund strong law of large numbers for randomly weighted sums of negatively orthant dependent random variables. The law of the single law of logarithm ...

Quantum number generators produce random numbers that are measurably different from those that computer programs generate.