This is a preview. Log in through your library . Abstract We consider a discrete time hidden Markov model where the signal is a stationary Markov chain. When conditioned on the observations, the ...

Stochastic dynamical systems arise in many scientific fields, such as asset prices in financial markets, neural activity in ...

Max-stable random fields play a central role in modeling extreme value phenomena. We obtain an explicit formula for the conditional probability in general max-linear models, which include a large ...

Sample space, Field and Probability Measure. Axiomatic definition of Probability. Bayes' theorem. Repeated trials. Continuous and discrete random variables and their probability distribution and ...

Addresses the topics of probability, random variables, discrete and continuous densities, expectation and variance, special distributions (binomial, Poisson, normal, etc.), moment generating functions ...

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

Branching processes in random environments constitute a significant class of stochastic models designed to capture the interplay between intrinsic reproductive dynamics and extrinsic environmental ...