Probability Models & Stochastic Processes (STAT3004)
Information valid for Semester 1, 2025
Course level
Undergraduate
Faculty
School
Mathematics & Physics School
Units
2
Duration
One Semester
Attendance mode
In Person
Class hours
3 Lecture hours
1 Tutorial hour
Prerequisite
(MATH2000 and 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 | Course Profile |
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.