Hidden Markov Models
April 21, 2025 · 8 min read · Page View:
This is a lecture note of Hidden Markov Models.
...timerring
Markov Chains
April 20, 2025 · 27 min read · Page View:
This is the notes for the lecture of Markov Chains.
...Markov Processes
April 20, 2025 · 8 min read · Page View:
This is a summary of the lecture notes of Markov Processes.
...Stock Prices
April 20, 2025 · 1 min read · Page View:
This is a tutorial for stock prices in the context of random processes.
...Possion Processes
April 19, 2025 · 18 min read · Page View:
This article is mainly about the Poisson processes in the book “Random Processes” by Gregory F. Lawler.
...Random Walks
April 18, 2025 · 5 min read · Page View:
This article is a summary of the random walks in the book “Random Processes” by Gregory F. Lawler.
...Stochastic Processes
April 15, 2025 · 20 min read · Page View:
Compared to deterministic model, which is specified by a set of equations that describe exactly how the system will evolve over time. In a stochastic model, the evolution is at least partially random and if the process is run several times, it will not give identical results.
...Sequences of Random Variables
March 2, 2025 · 2 min read · Page View:
Random Variables
February 28, 2025 · 2 min read · Page View:
This article introduces the common distribution functions both continuous and discrete. Besides, the basic knowledge of conditional distribution such as total probability and Bayes’ Theorem is also introduced. The most important part are the Normal Approximation and Poisson Approximation of the Binomial Random Variable.
...Repeated Trials
February 28, 2025 · 5 min read · Page View:
This article is mainly about Bernoulli Trials and its properties.
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