Stochastic processes and duality relations constitute a fundamental framework in the study of interacting particle systems, offering a powerful methodology to disentangle complex dynamics. At its core ...

Brazilian Journal of Probability and Statistics, Vol. 34, No. 3 (2020), pp. 658-684 (27 pages) The existence of an invariant probability measure is proven for a class of solutions of stochastic ...

This course provides doctoral students the foundations of applied probability and stochastic modeling. The first part of the course covers basic concepts in probability, such as the Borel Cantelli ...

The Annals of Probability, Vol. 1, No. 4 (Aug., 1973), pp. 674-689 (16 pages) This paper shows that the epsilon entropy in the sup norm of a wide variety of processes with continuous paths on the unit ...

a) KLA-Tencor Corporation, Austin, TX 78759, U.S.A. b) KLA-Tencor Corporation, Milpitas, CA 95035, U.S.A. Stochastics effects are the ultimate limiter of optical lithography technology and are a major ...