uwloo

STAT 833Stochastic Processes 2

Units
0.50
Level
Graduate
Faculty
Mathematics
Subject
Statistics

When it runs

  1. F24
  2. W25
  3. S25
  4. F25
  5. W26
  6. S26
  7. F26
  8. W27
  9. S27

Ran in 3 of the last 7 terms. Winter 2027: not on the schedule. Spring 2027: schedule not out yet.

This course provides further ideas and methods in stochastic modelling, with an emphasis on continuous-time stochastic processes. Topics cover time to absorption based quantities and discrete phase-type distributions of discrete-time Markov chains, continuous-time Markov chains with a countable state space, limit distributions for ergodic and absorbing chains, and applications including birth and death processes and queueing models of practical interest. Other topics may include continuous phase-type distributions, renewal theory and limit theorems for regenerative processes, and phase-type renewal processes.

Prerequisites

None listed.

Antirequisites

  • Not completed nor concurrently enrolled in:

Leads to

No course lists it as a requisite.

Fall 2026 sections

Enrolment from UW Open Data, which can trail Quest by up to two days. Instructors and rooms: Schedule of Classes.
SectionClassEnrolledMeets
LEC 00160515 / 15TTh 13:00–14:20

Discussed on r/uwaterloo

5 posts and comments in 5 threads mention STAT 833, September 2016 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.

Fall 2020

Struggling in MMath Biostats and Wanting to Quit 8 points, 14 comments

“I started my MMath in Biostats this fall online, having graduated from UofC with a nearly perfect GPA, and research experience in applied math and biology; I was really looking forward to the …”

u/EnumerativeCO: “… Actually, I'd probably say I was a bit more behind as I came in with virtually no background (I was taking STAT 830 and 833 without having seen linear regression or conditional expectation before). …”

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Placements after MMath Statistics 5 points, 3 comments

“Hi everyone, I'm looking to apply for the MMath Statistics program and I am keen to know the following: 1. What are the placement statistics for the program? …”

u/EnumerativeCO: “Hey, I went through the program. Here are my two cents: 1) Not sure what you mean by placements. It feels to me that it's evenly split between people continuing further into academia (PhD) and people …”

u/EnumerativeCO: “That's fair. Note that you can take a lot of topics courses and some CS classes too, but I'd talk to Mary Lou about specifics. I took STAT 830, 833, 901, 902, 854, 850 and PMATH 650.”

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Fall 2019

Fall 2017

Any way to disable UWCourseLinker from posting? 16 points, 26 comments

“posting a reply to my comment I find the bot annoying.”

u/Jackhofmann: “… STAT 372 STAT 373 STAT 430 STAT 431 STAT 433 STAT 441 STAT 442 STAT 443 STAT 830 STAT 831 STAT 833 STAT 841 STAT 842 STAT 845 STAT 850 STAT 901 STAT 906 STAT 931 STAT 932 STAT 946 STAT 947 STAT 974 STV 100 STV 202 STV 203 STV 400 SUSM 601 SUSM 602 SUSM 620 SUSM 675 SWK 600R SWK …”

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Fall 2016

Check it elsewhere for Fall 2026

Calendar versions

Graduate Calendar

Older Graduate Calendars

In 42 terms, Fall 2006 to Winter 2024