CATALOG DESCRIPTION: Advanced topics in random processes: point processes, Wiener processes; Markov processes, spectral representation, series expansion of random processes, linear filtering, Wiener ...
Hilbert spaces provide a fundamental mathematical framework for analysing infinite-dimensional vector spaces endowed with an inner product. In the context of stochastic processes, these spaces serve ...
CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...