MATH 447. Introduction to Stochastic Processes.
Credits: 3
Offered by: Mathematics and Statistics (Faculty of Science)
This course is not offered this catalogue year.
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.