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

In the first part of the course, we will start with an introduction to the Gaussian free field (GFF), which is an object which has been at the heart of some recent groundbreaking developments in ...

This is a preview. Log in through your library . Abstract Let ε₁, ...., εn be independent identically distributed Rademacher random variables, that is ℙ{εi = ±1} = 1/2. Let Sn = a₁ε₁ + ... + anεn, ...

Longitudinal data in biomedical studies often involve concomitant interventions in addition to the pre-specified repeatedly measured outcome and covariate variables. Since a concomitant intervention ...

Random analytic functions are a fundamental object of study in modern complex analysis and probability theory. These functions, often defined through power series with random coefficients, exhibit ...