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MATH 671 Applied Stochastic Processes (4 credits)

Note: This is the 2016–2017 edition of the eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or click here to jump to the newest eCalendar.

Offered by: Mathematics and Statistics (Faculty of Science)

Administered by: Graduate Studies

Overview

Mathematics & Statistics (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 2016-2017 academic year.

Instructors: There are no professors associated with this course for the 2016-2017 academic year.

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