Applied Mathematics 2503A/B – Advanced Mathematics for Statistics

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): Prerequisite(s): Calculus 2402A/B or (Calculus 2502A/B and 2503A/B) or (Calculus 2502A/B and Mathematics 2123A/B), Mathematics 1600A/B (or the former Linear Algebra 1600A/B) or Applied Mathematics 1411A/B, Statistical Sciences 2857A/B (or the former Statistical Sciences 2657A), or Economics 2122A/B. In each course a minimum mark of 60% is required. Corequisite(s): Pre-or Corequisite(s): Extra Information: 3 lecture hours, 0.5 course. back to top





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