Probability Models & Stochastic Processes I (STAT7304)

Information valid for Semester 1, 2025

Course level

Postgraduate Coursework

Faculty

Science

School

Mathematics & Physics School

Units

2

Duration

One Semester

Attendance mode

In Person

Class hours

3 Lecture hours
1 Tutorial hour

Incompatible

MS303 or 308 or 372 or 471 or STAT3004

Prerequisite

Permission of Head of School

Assessment methods

Examination, assignments

Course enquiries

Doctor Thomas Taimre ()

Dr Thomas Taimre

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. Markov chain Monte Carlo. Inference for stochastic processes. Stationary processes. Time series.

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