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 ...

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

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.

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 ...

A mathematician who developed formulas to make random processes more predictable and helped to solve an iconic model of complex phenomena has won the 2024 Abel Prize, one of the field’s most coveted ...

Tiny particles like pollen grains move constantly, pushed and pulled by environmental forces. To study this motion, physicists use a "random walk" model—a system in which every step is determined by a ...