MAT 4371 Applied Probability

3 units
Mathematics
Faculty of Science
An introduction to stochastic processes, with emphasis on Markov processes. Review of basic probability, limit theorems and conditioning. The Poisson process. Limit theorems for regenerative processes. Discrete-time and continuous-time Markov processes. Hidden Markov processes on finite state spaces. Applications chosen from signal processing, queuing theory, economics, finance and actuarial sciences.

Components:

Lecture

Requirements:

Prerequisites: MAT 2371 , ( MAT 2141 or MAT 2342 ).

Previously Offered Terms:

Winter

French Equivalent:

MAT 4771
GradesEvaluations
All Professors
C+ Average (4.887)
Most Common: A+ (14%)
318 students

P

S

NS

F

D

C

B

A-

A+

Hung-Chang Liao

Winter 2024 - A00

C Average (3.622)
Most Common: F (22%)
45 students

P

S

NS

F

D

C

B

A-

A+

Youssouph Cissokho

Winter 2023 - A00

C+ Average (4.786)
Most Common: B+ (16%)
56 students

P

S

NS

F

D

C

B

A-

A+

Unknown Professors

2 sections from Winter 2018 to Winter 2022

C Average (4.496)
Most Common: C (15%)
135 students

P

S

NS

F

D

C

B

A-

A+

François Théberge

Winter 2019 - A00

B+ Average (6.565)
Most Common: A (20%)
46 students

P

S

NS

F

D

C

B

A-

A+

Raluca Madalina Balan

Winter 2018 - 000

B Average (5.944)
Most Common: A+ (31%)
36 students

P

S

NS

F

D

C

B

A-

A+