MATH 447 Introduction to Stochastic Processes (3 unités)

Offert par : Mathematics and Statistics (Faculty of Science)

Vue d'ensemble

Mathématiques et Statistiques (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.

Trimestres : Hiver 2016

Chargés de cours : Wolfson, David B (Winter)

  • Winter

  • Prerequisite: MATH 323

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

Back to top