This is a preview. Log in through your library . The purpose of The Annals of Probability is to publish contributions to the theory of probability and statistics and their applications. The emphasis ...

Various discrete-time stochastic processes have some kind of recursive or regenerative structure that can be exploited in the study of their properties. Examples include branching processes, ...

Consider a regression model for discrete-time stochastic processes, with a (partially specified) model for the conditional distribution of the response given the covariate and the past observations.

Stochastic hybrid systems integrate continuous dynamics, discrete events, and probabilistic uncertainties into a unified framework, addressing the complex behaviour observed in modern engineered ...