Conditional probability and conditional expectation; Stochastic modeling; discrete time Markov chains including classification of states, stationary and limiting distributions; exponential distribution and the Poisson processes; queueing models; applications to computer systems, operations research and social sciences. Prerequisite(s): STAT 2655; or a CGPA of 6.00 or better over the three courses MATH 2007, MATH 2107 (or MATH 1102), and STAT 2605; or permission of the School.Lectures three hours a week, tutorial one hour a week.

STAT 3506 [0.5 credit] Stochastic Processes and Applications (Honours)

Conditional probability and conditional expectation; Stochastic modeling; discrete time Markov chains including classification of states, stationary and limiting distributions; exponential distribution and the Poisson processes; queueing models; applications to computer systems, operations research and social sciences. Prerequisite(s): STAT 2655; or a CGPA of 6.00 or better over the three courses MATH 2007, MATH 2107 (or MATH 1102), and STAT 2605; or permission of the School.Lectures three hours a week, tutorial one hour a week.





There are no comments for this course.