Western University Academic Calendar. - 2020ARCHIVE
Statistical Sciences 2503A/B
ADVANCED MATHEMATICS FOR STATISTICAL APPLICATIONS
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.
Antirequisite(s): The former Applied Mathematics 2503A/B.