Markov Processes are central objects in probability theory. Its characterising property can be characterised intuitively as follows: given the information of the historical development the ...

CATALOG DESCRIPTION: Advanced topics in random processes: point processes, Wiener processes; Markov processes, spectral representation, series expansion of random processes, linear filtering, Wiener ...

A Markov-modulated Poisson Process (MMPP) is a Poisson process that has its parameter controlled by a Markov process. These arrival processes are typical in communications modeling where time-varying ...

The first part of the course covers basic concepts in probability, such as the Borel Cantelli Lemma and the strong law of large numbers; the second part covers renewal and regenerative processes ...

As a professor of math and statistics at his alma mater, St Petersburg University, he combined number theory and probability theory to devise what is now known as the Markov Process. It is an ...