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

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

Journal of the Royal Statistical Society. Series A (General), Vol. 147, No. 2, The 150th Anniversary of the Royal Statistical Society (1984), pp. 233-244 (12 pages) Probability theory as a branch of ...

Gaussian processes offer a versatile framework to model and analyse continuous random phenomena, making them particularly useful in quantifying the probability of ruin in financial and insurance ...

Multidimensional random point processes are shown to be a special case of Matheron's random closed sets. This theory, and in particular Choquet's theorem, are then used to prove a general result on ...

Ivan Bajic (ibajic at ensc.sfu.ca) Office hours: Monday and Wednesday, 13:00-14:00 online (Zoom, see the link in course materials) Introduction to the theories of probability and random variables, and ...

This course is available on the MSc in Applicable Mathematics, MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available as an outside option to ...

Researchers have gained a new understanding of how the brain processes reward and risk information. A study by neuroscientists Raymundo Báez-Mendoza from the German Primate Center (DPZ)—Leibniz ...

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