MATH 471 - Markov Models

3 units (fi 6)(EITHER, 3-0-0)

Faculty of Science

Birth-death processes; continuous-time Markov chains; functional central limit theorem; Brownian motion; weak solutions to stochastic differential equations; weak uniqueness; filtrations; discrete and continuous martingales; martingales problems; strong Markov property; Kolmogorov forward and backward equations; stationary distributions; null and positive recurrence; transience; particle filtering. Prerequisite: STAT 281 or STAT 371. Note: Credit cannot be obtained in MATH 471 if credit has already been in STAT 471.

No past terms
No future terms
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Fall Term 2025

Lectures

Section Capacity Class times Login to view Instructor(s) and Location
LECTURE A1
(58847)
10
2025-09-02 - 2025-12-08 (MWF)
11:00 - 11:50