Department of Statistics

STATS 325 Stochastic Processes

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Below description edited in year: 2018

Points: 15

Prereqs: B in one of STATS 125, STATS 210 or STATS 320 or 320 and 15 points from MATHS 208, 250, 253.

Credit: Final exam 65%, test 15%, assignments 20%, or if plussage applies, final Exam 75%, test 5%, assignments 20%.

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

For Advice: Simon Harris (Email: | extn: 81109), Jesse Goodman (Email: | extn: 88646)

Taught: Second Semester City

Website: STATS 325 website

This course looks at the theory of stochastic processes, showing how complex systems can be built up from sequences of elementary random choices. The course is useful for students with interests in Mathematics, Statistics, Operations Research, Finance and Theoretical Biology.

Topics studied include: Markov chains, random walks, generating functions, branching processes

Although every reasonable effort is made to ensure accuracy, this information for the course year (2019) 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.

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