Probability Models & Stochastic Processes I (STAT7304)
Information valid for Semester 2, 2019
Course level
Postgraduate Coursework
Faculty
School
Mathematics & Physics School
Units
2
Duration
One Semester
Delivery mode
Internal
Class hours
3 Lecture hours
1 Tutorial hour
Incompatible
STAT3004
Prerequisite
Permission of Head of School + Head of School + MATH2000 + STAT2003
Assessment methods
Examination, assignments
Course enquiries
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.
