STA447H1: Stochastic Processes (formerly STA348H1)

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: 
Distribution Requirements: 
Science
Breadth Requirements: 
The Physical and Mathematical Universes (5)