MATH 5333
Advanced Topics in Probability
Winter 2013
Topics
- probability and conditional expectation, normal processes and covariance
- stationary processes, counting processes and Poisson processes, renewal
- counting processes, finite Markov chains, countable Markov chains
- continuous-time Markov chains, etc
- of MATH-3332 and MATH-3334
Readings
- Probability and Stochastic Processes with Applications by Oliver Knill
Sources
- Course catalogue ↗2026–2027
- syllabus ↗Winter 2013
- Course source ↗