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
Previously Offered Terms:
Winter
French Equivalent:
Organized
106 responses
4.31
/ 5
Clear Expectations
47 responses
4.06
/ 5
Learned a Lot
106 responses
4.08
/ 5
Recommend
59 responses
3.88
/ 5
Workload
59 responses
2.64
/ 5
Fair Assessments
105 responses