Lecture

Stochastic Processes: Review and Properties

Description

This lecture covers the review of random variables, probability density functions, variance, standard deviation, and Gaussian processes. It discusses properties of stochastic processes, memorylessness, and increment. The lecture also delves into Gaussian distribution and the central limit theorem.

In MOOCs (2)

Official source

https://mediaspace.epfl.ch/media/0_884oyhv3

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Related lectures (62)

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.