AMATH 677Stochastic Processes for Applied Mathematics
- Units
- 0.50
- Level
- Graduate
- Faculty
- Mathematics
- Subject
- Applied Mathematics
AMATH 677 as listed in the Winter 2025 Graduate Calendar. The main page has the current version, when it runs, and seats.
Random variables, expectations, conditional probabilities, conditional expectations, convergence of a sequence of random variables, limit theorems, minimum mean square error estimation, the orthogonality principle, random process, discrete-time and continuous-time Markov chains and applications, forward and backward equation, invariant distribution, Gaussian process and Brownian motion, expectation maximization algorithm, linear discrete stochastic equations, linear innovation sequences, Kalman filter, various applications. (Held with AMATH 477. Students in AMATH 677 will be expected to meet some additional learning objectives.)
Prerequisites
None listed.
Antirequisites
- Not completed nor concurrently enrolled in:
Leads to
No course lists it as a requisite.
Check it elsewhere for Winter 2025
- Graduate Calendar, Winter 2025The archived entry
- Requirements for Winter 2025Waterloo’s requisite checker
- Course outlinesSyllabi from past terms (UW login)
- UW FlowStudent ratings and reviews
- WClassesPast sections back to 2004, and who taught them