STATS 721 Special Topic in Applied Probability

Below description edited in year: 2008

Points: 15

Prereqs: STATS 210 with at least B-, or STATS 125 with at least B+, or STATS 320 with at least B+; and 15 points from MATHS 208, 230, 250, 253

Credit: Exam=75%, Test=10%, Assignments=15%,
or : Exam=100%

Textbooks: Grimmett, G.R. and Stirzaker, D.R., Probability and Random Processes, (OUP 1992)

For Advice: Rachel Fewster (Email: r.fewster@auckland.ac.nz | extn: 83946), Ilze Ziedins (Email: i.ziedins@auckland.ac.nz | extn: 85051)

Taught: Second Semester City

Website: STATS 721 website

STATS 721 is taught with STATS 325. We study the theory of stochastic processes, showing how complex systems can be built up from sequences of elementary random choices. STATS 721 is useful for students with interests in Mathematics, Statistics, Operations Research, Finance and Theoretical Biology.

Topics studied include: generating functions, branching processes, Markov chains, random walks. In addition, STATS 721 students will be required to conduct independent study of more advanced topics or processes, which will be examined on the term test and/or final exam.

Disclaimer:
Although every reasonable effort is made to ensure accuracy, this information for the course year (2009), is provided as a general guide only for students and is subject to alteration. All students enrolling at the University of Auckland must consult its official document, the University of Auckland Calendar, to ensure that they are aware of and comply with all regulations, requirements and policies.