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MATH 447 — Introduction to Stochastic Processes

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.

  • Rating: 4.25 out of 5 from 153 student reviews
  • Difficulty: 3.63 out of 5
  • Credits: 3
  • Faculty: Faculty of Science
  • Department: Mathematics and Statistics
  • Prerequisite: MATH 323