Probability Models & Stochastic Processes (STAT3004)

Information valid for Semester 1, 2025

Course level

Undergraduate

Faculty

Science

School

Mathematics & Physics School

Units

2

Duration

One Semester

Attendance mode

In Person

Class hours

Lecture 3 Hours/ Week
Tutorial 1 Hour/ Week
3L1T

Prerequisite

(MATH2000 or MATH2001) + STAT2003

Assessment methods

Examination, assignments

Course enquiries

Doctor Thomas Taimre (Semester 1, Regular, St Lucia, In person)

Dr Thomas Taimre

Study Abroad

This course is pre-approved for Study Abroad and Exchange students.

Current course offerings

Course offerings Location Mode Course Profile
Semester 1, 2025 (24/02/2025 - 21/06/2025) St Lucia In Person Profile unavailable

Please Note: Course profiles marked as not available may still be in development.

Course description

Description of probability models. Generating functions & transforms. Limit laws. Markov chains in discrete & continuous time. Stochastic models in epidemics, finance, population biology, genetics, reliability & telecommunications. Simulation methods.

Archived offerings

Course offerings Location Mode Course Profile
Semester 1, 2024 (19/02/2024 - 15/06/2024) St Lucia In Person Course Profile
Semester 1, 2023 (20/02/2023 - 17/06/2023) St Lucia In Person Course Profile
Semester 1, 2023 (20/02/2023 - 17/06/2023) External External Course Profile
Semester 1, 2022 (21/02/2022 - 21/06/2022) External External Course Profile
Semester 1, 2022 (21/02/2022 - 21/06/2022) St Lucia Internal Course Profile
Semester 1, 2021 (22/02/2021 - 19/06/2021) External External Course Profile
Semester 1, 2021 (22/02/2021 - 19/06/2021) St Lucia Flexible Delivery Course Profile
Semester 1, 2020 (24/02/2020 - 11/07/2020) St Lucia Internal Course Profile
Semester 2, 2019 (22/07/2019 - 16/11/2019) St Lucia Internal Course Profile
Semester 2, 2018 (23/07/2018 - 17/11/2018) St Lucia Internal Course Profile
Semester 2, 2017 (24/07/2017 - 18/11/2017) St Lucia Internal Course Profile
Semester 2, 2016 (25/07/2016 - 19/11/2016) St Lucia Internal Course Profile
Semester 2, 2015 (27/07/2015 - 21/11/2015) St Lucia Internal Course Profile