MATH 547 Stochastic Processes

4 credits · Mathematics and Statistics · Faculty of Science · Offered: Winter

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.

Prerequisites

MATH 356 and either MATH 247 or MATH 251.

Prerequisite courses: MATH 247, MATH 251, MATH 356

Restrictions

Not open to students who have taken or are taking MATH 447.

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