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What is Poisson and Wiener Processes Explained about?

The document provides an overview of the Poisson process and its properties, including the definition of Poisson random variables and their expected values. It also discusses the Wiener process, white noise process, and methods for simulating white noise, along with transformations to generate Gaussian random variables. Additionally, it covers the characteristics of normal processes and their statistical properties.

Author

Hossein Afzali Gorouh

Language

EN