A simple procedure for deriving the probability density function (pdf) for sums of uniformly distributed random variables is offered. This method is suited to introductory courses in probability and ...
The purpose of The Annals of Probability is to publish contributions to the theory of probability and statistics and their applications. The emphasis is on importance and interest; formal novelty and ...
CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics 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 ...
(1) PROF. FRECHET'S "Généralités" represents the first volume only of a treatise which, as a whole, is to form part of the very important "Traité du calcul des probabilités"edited by Prof. Borel. The ...
CATALOG DESCRIPTION: Advanced topics in random processes: point processes, Wiener processes; Markov processes, spectral representation, series expansion of random processes, linear filtering, Wiener ...