This is a preview. Log in through your library . Abstract First, we discuss basic probability notions from the viewpoint of category theory. Our approach is based on the following four "sine quibus ...

Course syllabus: We will start by developing the theory of Markov chains further, explore their relations to martingales and give applications to the solution of Dirichlet problem and maximum (resp.

Stochastic analysis is a fundamental branch of probability theory which is linked to diverse areas of mathematics (e.g. partial differential equations, mathematical physics, geometry) and finds ...

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

This paper considers some problems in the probabilistic analysis of physical evidence in criminal investigations. Two basic assumptions are made: (1) That the number of persons or objects possessing a ...

This course is available on the MSc in Applicable Mathematics, MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available as an outside option to ...