Advanced Probability & Stochastic Processes (STAT4406)
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
Lecture 3 Hours/ Week
Practical 1 Hour/ Week
3L 1P
Incompatible
STAT7504, STAT4403, STAT4404
Prerequisite
STAT3004 or STAT7304
Recommended prerequisite
STAT3001 or STAT7301
Assessment methods
Assignments
Course enquiries
Professor Dirk Kroese ()
Sem 1 - Professor Dirk Kroese
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
State of the art in advanced probability and stochastic processes. The syllabus consists of a set of core topics of broad relevance in the field, and more specialized topics that depend on the research interest of the lecturer. The core topics cover rigorous measure-theoretic treatments of fundamental concepts, and advanced tools including martingales, limit theorems, advanced stochastic processes.
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) | St Lucia | Internal | Course Profile |
Semester 1, 2022 (21/02/2022 - 21/06/2022) | St Lucia | External | Course Profile |