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MATH 671 Applied Stochastic Processes (4 unit茅s)

Offered by: Math. et statistique (Sciences)

Administered by: 脡tudes sup茅rieures et recherch

Vue d'ensemble

Math茅matiques et Statistiques (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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