University of Calgary

STAT 507 - Introduction to Stochastic Processes - Fall 2019

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.
This course may not be repeated for credit.

Hours

  • H(3-0)

Prerequisite(s)

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

Sections

This course will be offered next in Fall 2020.
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