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Department of Statistical and Actuarial Sciences
Center of Actuarial Excellence (CAE)
Undergraduate

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.

List of this course offered in current school year
Course Instructor(s) Outline Term
SS4654A001 David Stanford GO A

Outlines of this course offered in past school years
Course Instructor(s) Outline Term School Year
SS4654A001 David Stanford PDF A 2016/2017
SS4654A001 David Stanford PDF A 2015/2016
SS4654A001 Azaz Sharif PDF A 2014/2015
SS4654A001 David Stanford PDF A 2013/2014
SS4654A001 David Stanford PDF A 2012/2013
SS4654A001 David Stanford PDF A 2011/2012