University of Calgary

STAT 407 - APPLIED PROBABILITY - Fall 2002

Markov chains. Limit distributions for ergodic and absorbing chains. Classification of states, irreducibility. The Poisson process and its generalizations. Continuous-time Markov chains. Brownian motion and stationary processes. Renewal theory. Introduction to basic simulation methods.
This course may not be repeated for credit.

Hours

  • H(3-1T)

Prerequisite(s)

  • Mathematics 321
Syllabus

Sections

This course will be offered next in Winter 2004.
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