University of Calgary

STAT 507 - Applied Probability - Fall 2011

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(3-0)

Prerequisite(s)

  • Mathematics 321. Also known as: (formerly Statistics 407)
Syllabus

Sections

This course will be offered next in Fall 2012.
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