91ÉçÇø

MATH 447 Introduction to Stochastic Processes (3 credits)

important

Note: This is the 2019–2020 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .

Offered by: Mathematics and Statistics (Faculty of Science)

Overview

Mathematics & Statistics (Sci) : Conditional probability and conditional expectation, generating functions. Branching processes and random walk. Markov chains, transition matrices, classification of states, ergodic theorem, examples. Birth and death processes, queueing theory.

Terms: Winter 2020

Instructors: Steele, Russell (Winter)

  • Winter

  • Prerequisite: MATH 323

  • Restriction: Not open to students who have taken or are taking MATH 547.

Back to top