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MATH 547. Stochastic Processes.

Credits: 4
Offered by: Mathematics and Statistics (Faculty of Science)
Terms offered: Winter 2027
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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.
  • Prerequisites: MATH 356 and either MATH 247 or MATH 251.
  • Restriction: Not open to students who have taken or are taking MATH 447.

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