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 ...
Nature

Stochastic Differential Equations and Random Processes

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 ...
Nature

Random Walks and Frog Models in Stochastic Processes

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 ...
JSTOR Daily

Random Rewards, Fractional Brownian Local Times and Stable Self-Similar Processes

We describe a new class of self-similar symmetric α-stable processes with stationary increments arising as a large time scale limit in a situation where many users are earning random rewards or ...

Probability underlies much of the modern world – an engineering professor explains how it actually works

Probability underpins AI, cryptography and statistics. However, as the philosopher Bertrand Russell said, “Probability is the ...
mccormick.northwestern.edu

ELEC_ENG 423: Random Processes in Communications and Control II

CATALOG DESCRIPTION: Advanced topics in random processes: point processes, Wiener processes; Markov processes, spectral representation, series expansion of random processes, linear filtering, Wiener ...