Advanced Mathematics for Statistical Applications
Statistical Science 2503A/B
Description: Modeling deterministic systems with differential equations: first and second order ODEs, systems of linear differential equations. Laplace transforms and moment generating functions. Modeling stochastic systems with Markov chains: discrete and continuous time chains, Chapman-Kolmogorov equations, ergodic theorems.
Term: A/B
Prerequisite(s): SS2857A/B Calculus 2402A/B or (Calculus 2502A/B and 2503A/B) or (Calculus 2502A/B and Mathematics 2123A/B), Mathematics 1600A/B (or the former Linear Algebra 1600A/B) or Applied Mathematics 1411A/B, Statistical Sciences 2857A/B (or the former Statistical Sciences 2657A), or Economics 2122A/B. In each course a minimum mark of 60% is required.
Antirequisite(s): The former Applied Mathematics 2503A/B.
Extra Information: 3 lecture hours, 0.5 course.
Outlines of this course offered in past school years
| Course | Instructor(s) | Outline | Term | School Year |
| SS2503B001 | Khoa Nguyen |  |
B | 2014/2015 |