Editor's note: As the following article is a chapter (Chapter 8) from David Koenig's book, Practical Control Engineering: Guide for Engineers, Managers, and Practitioners (MATLAB Examples) (McGraw ...

Stochastic processes provide a rigorous framework for modelling systems that evolve over time under uncertainty, while extremal theory offers the tools for understanding the behaviour of rare, ...

Sankhyā: The Indian Journal of Statistics, Series A (1961-2002), Vol. 52, No. 2 (Jun., 1990), pp. 145-156 (12 pages) Let $X_{n}$ be a second order stochastic process ...

Hilbert spaces provide a fundamental mathematical framework for analysing infinite-dimensional vector spaces endowed with an inner product. In the context of stochastic processes, these spaces serve ...

This is a preview. Log in through your library . Abstract In this paper we discuss a counter system whose output is a stochastic point process such that the time intervals between pairs of successive ...

This course provides doctoral students the foundations of applied probability and stochastic modeling. The first part of the course covers basic concepts in probability, such as the Borel Cantelli ...

As global financial markets become increasingly interconnected, accurately modelling correlations between assets is essential. Traditional models often assume static correlations, which fail to ...

This course is available on the MSc in Financial Mathematics, MSc in Quantitative Methods for Risk Management, MSc in Statistics, MSc in Statistics (Financial Statistics), MSc in Statistics (Financial ...

Several vendors are rolling out next-generation inspection systems and software that locates problematic defects in chips caused by processes in extreme ultraviolet (EUV) lithography. Each defect ...