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MATH 547 Stochastic Processes (4 credits)

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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.
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