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MATH 671 Applied Stochastic Processes (4 unités)

Offered by: Math. et statistique (Sciences)

Administered by: Études supérieures et recherch

Vue d'ensemble

Mathématiques et Statistiques (Sci) : Discrete parameter Markov chains, including branching processes and random walks. Limit theorems and ergodic properties of Markov chains. Continuous parameter Markov chains, including birth and death process. Topics selected from the following areas: renewal processes, Brownian motion, statistical inference for stochastic processes.

Terms: This course is not scheduled for the 2024-2025 academic year.

Instructors: There are no professors associated with this course for the 2024-2025 academic year.

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