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MATH 447 Introduction to Stochastic Processes (3 unit茅s)

Offert par : Math. et statistique (Sciences)

Vue d'ensemble

Math茅matiques 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.

Trimestres : Hiver 2016

Charg茅s de cours : Wolfson, David B (Winter)

  • Winter

  • Prerequisite: MATH 323

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

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