STATS 720 Stochastic Processes

Below description edited in year: 2010

Points: 15

Prereqs: Stats 320; OR Stats 325; OR Stats 125 and one of Stats 370 or Maths 332.

Credit: Assignments = 30%;Midterm test = 30%; Final exam = 40%

For Advice: Mark Holmes (Email: m.holmes@auckland.ac.nz | extn: 88679), Ilze Ziedins (Email: i.ziedins@auckland.ac.nz | extn: 85051)

Taught: Second Semester City

A range of stochastic processes are covered in this course.

Topics include: Continuous-time jump Markov processes, renewal theory, the multivariate normal distribution and Gaussian processes (including Brownian motion).

Disclaimer:
Although every reasonable effort is made to ensure accuracy, this information for the course year (2011), 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.