Stochastic Modelling (STAT*6721)

Code and section: STAT*6721*01

Term: Fall

Details

Topics include the Poisson process, renewal theory, Markov chains, Martingales, random walks, Brownian motion and other Markov processes. Methods will be applied to a variety of subject matter areas.

Syllabus

AttachmentSize
PDF icon Course Outline (Fall 2015)161.37 KB
PDF icon Course Outline (Fall 2016)148.86 KB
PDF icon Course Outline (Fall 2017)141.65 KB
PDF icon Course Outline (Fall 2019)83.63 KB
PDF icon Course Outline (Fall 2021)217.11 KB

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