Let $\{S_n\}$ be the partial sums of a sequence of independent random variables and let $\{a_n\}$ be a nondecreasing, divergent real sequence. Necessary and sufficient conditions for $\lim ...
CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...
Stein's method has emerged as a critical framework in the study of distributional approximations, providing quantitative bounds between probability distributions through the formulation and solution ...
In connection with a random vector (X, Y) in the unit square Q and a couple (m, n) of positive integers, we consider all discretizations of the continuous probability distribution of (X, Y) that are ...
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 ...