|Stochastic Processes. - 17836 - MATH 547 - 001|
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.
Associated Term: Winter 2018
Registration Dates: Apr 04, 2017 to Jan 23, 2018
Lecture Schedule Type
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