MTH202: Introduction to Stochastic Processes

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Cross Listed:
Offered:
Spring (odd years)
Prerequisites:
MTH201 and MTH165
This course is a prerequisite or co-requisite for:
Description:
This course deals with random systems which evolve in time. Examples of such processes are the stock market or the motion of an airplane under the random influence of the wind. The course will give the mathematical background for the study of such phenomena.
Topics covered:
Theory and applications of random processes, including Markov chains, Poisson processes, birth-and-death processes, random walks.
Related courses:
MTH201, MTH203