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

In the first part of the course, we will start with an introduction to the Gaussian free field (GFF), which is an object which has been at the heart of some recent groundbreaking developments in ...

We discuss the possibilities and limitations of estimating the mean of a real-valued random variable from independent and identically distributed observations from a nonasymptotic point of view. In ...

This is a preview. Log in through your library . Abstract Let ε₁, ...., εn be independent identically distributed Rademacher random variables, that is ℙ{εi = ±1} = 1/2. Let Sn = a₁ε₁ + ... + anεn, ...