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MATH 447 Introduction to Stochastic Processes (3 credits)

Offered by: Mathematics and Statistics (Faculty of Science)


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 2013

Instructors: William J Anderson (Winter)

  • Winter
  • Prerequisite: MATH 323
  • Restriction: Not open to students who have taken or are taking MATH 547.