MATH 447 Introduction to Stochastic Processes (3 unités)

Offered by: Math. et statistique (Sciences)

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.

Terms: Hiver 2018

Instructors: Russell Steele (Winter)

  • Winter

  • Prerequisite: MATH 323

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