Nature

Markov Processes and Self-Similar Stochastic Models

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 ...
JSTOR Daily

A Rate-Conservative Principle for Stationary Piecewise Markov Processes

https://doi.org/10.2307/1426942 • https://www.jstor.org/stable/1426942 Copy URL A stationary process yt,t∈ R1 is considered which is Markov between points of ...
JSTOR Daily

A Pure Jump Markov Process Associated with Smoluchowski's Coagulation Equation

The aim of the present paper is to construct a stochastic process, whose law is the solution of the Smoluchowski's coagulation equation. We introduce first a modified equation, dealing with the ...
mccormick.northwestern.edu

ELEC_ENG 422: Random Processes in Communications and Control I

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

Stochastic Processes

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 ...