STA8103 Stochastic Process Modelling (FOSCI)

Units 1.0 (Mathematics) Band 2

Synopsis

This course consists of techniques and applications of stochastic modelling. A prerequisite level of mastery of statistical theory to that covered in STA2301 Distribution Theory (or equivalent) is required and it is desirable that students should also have covered the stochastic modelling module of MAT3102 Advanced Engineering Mathematics A or equivalent. Topics covered include branching processes, Poisson processes, Markov processes, renewal processes and random walks. This course is normally offered only in odd years.