Mathematics (MATH) Courses>Stochastic Processes

MATH452 - Stochastic Processes

Description

Introduction to the branch of probability theory which deals with the mathematical analysis of systems that evolve in time while undergoing chance fluctuations. Main topics include random walks, Markov chains, Poisson processes, birth and death processes, renewal theory. Examples illustrate wide applicability of stochastic processes in many branches of science and technology.

Units

1.5

Hours: lecture-lab-tutorial

3-0-0

Prerequisites

  • Complete 1 of:
    • MATH352 - Introduction to Probability (1.5)
    • STAT350 - Mathematical Statistics I (1.5)

Course offered by

Department of Mathematics and Statistics

Course schedules

Summer timetable available: February 15. Fall and Spring timetables available: May 15.

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