Random walks constitute one of the most fundamental models in the study of stochastic processes, representing systems that evolve in a sequence of random steps. Their applications range from modelling ...

Metastability and random walks constitute central paradigms in the study of stochastic processes, providing deep insights into transient phenomena and long-term dynamics in complex systems.

A GUI-based tool for analyzing random variables and stochastic processes. The project provides both statistical measures and visualization tools for probability and stochastic process analysis.

ABSTRACT: Some moments and limiting properties of independent Student’s t increments are studied. Inde-pendent Student’s t increments are independent draws from not-truncated, truncated, and ...

Abstract: The paper deals with computer generation of pseudorandom numbers, random variables and stochastic processes. Inverse-transform method, composition method and acceptance-rejection method for ...

Based on a simple mathematical approach illustrated by a large number of examples, this article deals with the theory of probabilities applied to physical data processing. The concepts of discrete and ...

ABSTRACT: It is not generally known that the inequality that Bell derived using three random variables must be identically satisfied by any three corresponding data sets of ±1’s that are writable on ...

The present paper considers the stochastic difference equation Yn=AnYn-1+Bn with i.i.d. random pairs (An,Bn) and obtains conditions under which Yn converges in ...

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

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