Stochastic differential equations (SDEs) and random processes form a central framework for modelling systems influenced by inherent uncertainties. These mathematical constructs are used to rigorously ...
The title probably doesn't make a lot of sense, so let me lay out what I'm doing. I'm in the early stages of creating a framework for generating test data for a specific problem domain. One of the ...
Ivan Bajic (ibajic at ensc.sfu.ca) Office hours: Monday and Wednesday, 13:00-14:00 online (Zoom, see the link in course materials) Introduction to the theories of probability and random variables, and ...
We study a Markov process with two components: the first component evolves according to one of finitely many underlying Markovian dynamics, with a choice of dynamics that changes at the jump times of ...
For the first time, a technique to generate true random numbers is ready to be deployed in real-life situations. It ...
Random processes take place all around us. It rains one day but not the next; stocks and bonds gain and lose value; traffic jams coalesce and disappear. Because they’re governed by numerous factors ...
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 ...
Scientists at NIST and the University of Colorado Boulder have created CURBy, a cutting-edge quantum randomness beacon that draws on the intrinsic unpredictability of quantum entanglement to produce ...