lse

Stochastic Processes

This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Business Mathematics and Statistics, BSc in Financial Mathematics and Statistics, BSc in Mathematics ...
JSTOR Daily

ERGODIC THEORY FOR CONTROLLED MARKOV CHAINS WITH STATIONARY INPUTS

Consider a stochastic process X on a finite state space X = {1,..., d}. It is conditionally Markov, given a real-valued “input process” ζ. This is assumed to be small, which is modeled through the ...
Nasdaq

Auto-Regressive (AR) Process

A stationary stochastic process where the current value of the time series is related to the past p values, where p is any integer, is called an AR(p) process. When the current value is related to the ...
lse

Stochastic Processes

This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Data Science, BSc in Financial Mathematics and Statistics, BSc in Mathematics with Data Science, BSc ...