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Note: This is the 2022鈥�2023 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .

MATH 671 Applied Stochastic Processes (4 credits)

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 2022-2023 academic year.

Instructors: There are no professors associated with this course for the 2022-2023 academic year.

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