Course level

Postgraduate Coursework

Faculty

Science

School

Mathematics & Physics School

Units

2

Duration

One Semester

Delivery mode

Internal

Class hours

3 Lecture hours
1 Practical or Laboratory hour

Incompatible

STAT4403

Prerequisite

STAT3004 or equivalent

Restricted

Permission of Head of School

Assessment methods

Assignments

Course enquiries

Course description

(offered in even years only) State of the art in advanced probability and stochastic processes. The selection of topics will depend on the (research) interest of the lecturer, and will lie in the areas of Markov processes, renewal theory, point processes, martingales and stochastic integration. Offered in even-numbered years only.

Archived offerings

Course offerings Location Mode Course Profile
Semester 1, 2020 (24/02/2020 - 11/07/2020) St Lucia Internal Course Profile
Semester 1, 2018 (19/02/2018 - 23/06/2018) St Lucia Internal Course Profile
Semester 1, 2016 (29/02/2016 - 25/06/2016) St Lucia Internal Course Profile