STAT211-18S1 (C) Semester One 2018

Random Processes

15 points

Details:
Start Date: Monday, 19 February 2018
End Date: Sunday, 24 June 2018
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Friday, 2 March 2018
  • Without academic penalty (including no fee refund): Friday, 18 May 2018

Description

This course introduces some of the most useful probability concepts and models that are widely used in biology, medicine, economics, finance, engineering, physics and many other areas. The models that will be covered are Markov chains and Poisson processes.

Learning Outcomes

  • be able to identify, formulate and solve certain probability problems
  • understand the model assumptions and mathematical properties of some common
    random processes, which may include Markov chains, random walks, Poisson
    processes and martingales.
  • be able to use these models in simple applications.
    • University Graduate Attributes

      This course will provide students with an opportunity to develop the Graduate Attributes specified below:

      Critically competent in a core academic discipline of their award

      Students know and can critically evaluate and, where applicable, apply this knowledge to topics/issues within their majoring subject.

Prerequisites

STAT101 and (MATH102 or EMTH118); or any one of MATH103, MATH199, EMTH119.

Restrictions

STAT216

Course Coordinator / Lecturer

Varvara Vetrova

Lecturer

Fabian Dunker

Assessment

Assessment Due Date Percentage 
Assignments (x4) 40%
Final Examination 60%

Indicative Fees

Domestic fee $749.00

International fee $3,788.00

* All fees are inclusive of NZ GST or any equivalent overseas tax, and do not include any programme level discount or additional course-related expenses.

For further information see Mathematics and Statistics .

All STAT211 Occurrences

  • STAT211-18S1 (C) Semester One 2018