Enter the values of random variable values and results in the statistics of such variable. Enter any stochastic process and results in the ensemble and the time statistics of such process. The GUI can ...

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 ...

ABSTRACT: The deterministic extended Korteweg-de Vries equation plays an essential role in the description of the creation and propagation of nonlinear waves in many fields. We study a stochastic ...

ABSTRACT: In the communication field, during transmission, a source signal undergoes a convolutive distortion between its symbols and the channel impulse response. This distortion is referred to as ...

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 ...

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

The first part of this chapter deals with complex random variables and stochastic processes, emphasizing how operations among them are handled. Linear systems, particularly integrators, are covered ...

Stochastic dominance (SD) theory is concerned with orderings of random variables by classes of utility functions characterized solely in terms of general properties. This paper discusses a type of ...