STA348H5 • Introduction to Stochastic Processes

Description

Discrete Markov chains with a finite number of states, random walks, single-server queues, continuous-time Markov chains, Poisson processes, branching processes, birth and death process, M/M/n queues, Monte-Carlo simulation may be introduced.

Prerequisites
Exclusions
Enrolment Limits
Priority is given to students enrolled in Statistics Specialist or Major programs.
Distribution Requirement
Science
Total Instructional Hours
36L/12T
Mode of Delivery
In Class
Program Area
Statistics, Applied