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MATH 447 Introduction to Stochastic Processes (3 credits)

Minerva Class Scheduling Visit Minerva > Student > Registration > Class Schedule for course dates & times.

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 2024

Instructors: Collins-Woodfin, Elizabeth (Winter)

  • Winter

  • Prerequisite: MATH 323

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

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