Tiny particles like pollen grains move constantly, pushed and pulled by environmental forces. To study this motion, physicists use a “random walk” model — a system in which every step is determined by ...

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 ...

Tiny particles like pollen grains move constantly, pushed and pulled by environmental forces. To study this motion, physicists use a "random walk" model—a system in which every step is determined by a ...

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