University of Calgary

STAT 507 - Introduction to Stochastic Processes - Fall 2020

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.

Antirequisite(s)

  • Credit for Statistics 507 and 407 will not be allowed.

Sections

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