UUÖ±²¥

MATH 547 Stochastic Processes (4 credits)

Note: This is the 2010–2011 edition of the eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or click here to jump to the newest eCalendar.

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 2011

Instructors: Addario-Berry, Dana Louis (Winter)

  • Prerequisites: MATH 356 and either MATH 247 or MATH 251.
  • Restriction: Not open to students who have taken or are taking MATH 447.
Back to top