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 ...
JSTOR Daily

On Constant Tail Behaviour for the Limiting Random Variable in a Supercritical Branching Process

We examine a family of supercritical branching processes and compute the density of the limiting random variable, W, for their normalized population size. In this example the left tail of W decays ...
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

Energy Cascades as Branching Processes with Emphasis on Neveu's Approach to Derrida's Random Energy Model

Continuous-space-time branching processes (CSBP) are investigated in order to model random energy cascades. CSBPs are based on spectrally positive Lévy processes and, as such, are characterized by ...
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 ...