Markov Chains with Applications
Statistical Science 4654A/B
Description: Continuous-time Markov chains, applications to phase-type distributions, Markov chain Monte Carlo simulation and queuing theory.
Term: A/B
Prerequisite(s): SS3657A/B A minimum mark of 60% in Statistical Sciences 3657A/B.
Antirequisite(s): The former Statistical Sciences 3652A/B, former Statistical Sciences 4652A/B, former Statistical Sciences 4657A/B and former Statistical Sciences 4737A/B.
Extra Information: 3 lecture hours, 0.5 course.
Outlines of this course offered in past school years