AMATH 477Stochastic Processes for Applied Mathematics
- Units
- 0.50
- Faculty
- Mathematics
- Subject
- Applied Mathematics
When it runs
- F24
- W25
- S25
- F25
- W26
- S26
- F26
- W27
- S27
Ran in 2 of the last 7 terms. Winter 2027: not on the schedule. Spring 2027: schedule not out yet.
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.
Prerequisites
- Complete all of the following
- Must have completed at least 1 of the following:
- AMATH250 - Introduction to Differential Equations (0.50)
- AMATH251 - Introduction to Differential Equations (Advanced Level) (0.50)
- AMATH350 - Differential Equations for Business and Economics (0.50)
- ECE205 - Advanced Calculus 1 for Electrical and Computer Engineers (0.50)
- MATH211 - Advanced Calculus 1 for Electrical and Computer Engineers (0.50)
- MATH218 - Differential Equations for Engineers (0.50)
- MATH228 - Differential Equations for Physics and Chemistry (0.50)
- Must have completed at least 1 of the following:
- Must have completed at least 1 of the following:
Antirequisites
None listed.
Leads to
No course lists it as a requisite.
Reviewed on UW Flow
100% liked it25% easy100% useful
From 1 rating and 1 comment on UW Flow. The most helpful comments, quoted as written, without names. Read them all on UW Flow.
Very useful course that goes into basic measure-theoretic probability, and then basic stochastic processes and estimation theory.
Dec 2023 · liked itOn UW FlowRemove this
Discussed on r/uwaterloo
8 posts and comments in 7 threads mention AMATH 477, October 2017 to December 2024. Quoted word for word, newest first; each reply sits under the post and the comment that started its branch. Search r/uwaterloo for newer posts.
Spring 2023
AMATH 477 0 points, 0 comments
Winter 2023
400 level AMATH courses 3 points, 0 comments
u/luizloo: “… I am for sure going to take AMATH 451 and 455, and deciding to take one of AMATH 456, 442, 477, 453. Has anyone taken these 4 courses? Which one is easier than the rest? Could use any advice/suggestion! …”
Spring 2019
I HATE STAT 230!!!!!! 9 points, 15 comments
“Okay, finished with the rant, I will go back to doing practice questions. Good luck on the final.”
[deleted]: [deleted]
u/Hyacinth_s: “It is not offered this term, guess I sow the seeds of my own bad planning. Would leave 231/241 to my last year for now, as the only other stat-related course I'm planning to take right now is AMATH 477.”
Amath 477? 3 points, 2 comments
u/Those_Other_Guys: “Looking for some interesting fourth-year amath courses to take. Does anyone have any information on amath 477: Stochastic Processes for Applied Mathematics? I've taken stat 333 but it doesn't say it's an anti-req, was just curious if anyone knew anything more about it?”
Hardest math course in the second year (for me) confirmed: STAT 230 0 points, 18 comments
“My estimate for STAT 230 final grade will be around 60s. Grade reference: Estimate average for Calculus 1,2,3, Linear algebra 1,2, and Algebra (6 courses) would be around 85-90. …”
[deleted]: “Wait until 231 ;) But yeah 230 and 231 are really annoying if you're not the kind of person who is able to use a formula without understanding why we're using it. …”
u/Hyacinth_s: “Thanks for replying. The only stat related course I'm planning to take after 231 is AMATH 477, Stochastic Processes for Applied Mathematics.”
Winter 2019
is engineering math significantly easier compared to math math 19 points, 18 comments
u/OrthogonalTrajectory: “what about filter design, signal processing, rigid body etc.”
u/cabbagemeister: “The hard math parts of engineering math etc (signals, controls) are AMATH391, AMATH455, AMATH456, and AMATH477. …”
Fall 2017
PSA: UWCourseLinker back up, disabled by default, call with [[course code]] 39 points, 31 comments
u/RayDWatson: “Testing all course codes 1/61: [[ACC604]] [[ACC605]] [[ACC606]] [[ACC607]] [[ACC608]] [[ACC609]] [[ACC610]] [[ACC611]] [[ACC620]] [[ACC621]] [[ACC622]] [[ACC623]] [[ACC624]] [[ACC625]] [[ACC626]] …”
u/RayDWatson: “… [[AMATH453]] [[AMATH455]] [[AMATH456]] [[AMATH463]] [[AMATH473]] [[AMATH475]] [[AMATH477]] [[AMATH495]] [[AMATH655]] [[AMATH663]] [[AMATH673]] [[AMATH675]] [[AMATH690]]”
u/UWCourseLinker: “… Fluid Mechanics AMATH 473 - Quantum Theory 2 AMATH 475 - Introduction to General Relativity AMATH 477 - Statistical Mechanics AMATH 495 - Reading Course AMATH 655 - Control Theory AMATH 663 - Fluid Mechanics AMATH 673 - Quantum Mechanics AMATH 675 - General Relativity [[course …”
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