STA447H1: Stochastic Processes

Hours

36L

Discrete and continuous time processes with an emphasis on Markov, Gaussian and renewal processes. Martingales and further limit theorems. A variety of applications taken from some of the following areas are discussed in the context of stochastic modeling: Information Theory, Quantum Mechanics, Statistical Analyses of Stochastic Processes, Population Growth Models, Reliability, Queuing Models, Stochastic Calculus, Simulation (Monte Carlo Methods).

Prerequisite
Exclusion
STA348H5, STAC63H5
Distribution Requirements
Science
Breadth Requirements
The Physical and Mathematical Universes (5)
Mode of Delivery
In Class