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Probability and Stochastic Processes

Randomness appears in the evolution of many natural phenomena which are developed under uncertainty (weather, size of populations, epidemics, etc.) and systems created by the human beings (signal transmisions, useful life of electrical appliances, etc.). To study any of them stochastic processes are the appropriate mathematical tool.

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Analysis of systems behavior

Randomness appears in the evolution of many natural systems. In order to reduce the uncertainty, stochastic models are fitted to explain and predict the evolution of these systems. So that, statistical tools are required to estimate the parameters of the model. This research line is closely related to the simulation models research line (incluir un link) and the applications indicated there. However, in this section we focus on the theoretical treatment. Several models have been developed in the group to study dimensioning of networks, the evolution of random data structures, the evolution of random allocation techniques of patients among treatments, etc. One outstanding field is the reliability of systems where a stochastic model is used to predict the time that a system (electrical device, industrial component, etc.) works without failing.