Advanced Probability & Stochastic Processes I (STAT7504)
Information valid for Semester 1, 2020
Course level
Postgraduate Coursework
Faculty
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 |