MATH 447. Introduction to Stochastic Processes.
Credits: 3
Offered by: Mathematics and Statistics (Faculty of Science)
Terms offered: Winter 2026
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Description
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.
- Winter
- Prerequisite: MATH 323
- Restriction: Not open to students who have taken or are taking MATH 547.