Markov processes form a fundamental class of stochastic models in which the evolution of a system is delineated by the memoryless property. In such processes, the future state depends solely on the ...
The Annals of Probability, Vol. 8, No. 4 (Aug., 1980), pp. 682-715 (34 pages) Let $Y_1, Y_2,\cdots$ be independent Markov processes. Solutions of equations of the ...
It is shown that sequences of generalized semi-Markov processes converge in the sense of weak convergence of random functions if associated sequences of defining elements (initial distributions, ...
CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...
Start working toward program admission and requirements right away. Work you complete in the non-credit experience will transfer to the for-credit experience when you ...
This course is compulsory on the BSc in Actuarial Science and BSc in Actuarial Science (with a Placement Year). This course is available on the BSc in Data Science, BSc in Financial Mathematics and ...
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