CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...
In this measure-theoretic development, random events are represented by sets and the probability of an event is just a normed measure defined on these sets. Besides becoming the undisputed axiomatic ...
This course is available on the MSc in Financial Mathematics, MSc in Mathematics and Computation and MSc in Quantitative Methods for Risk Management. This course is available with permission as an ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results