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ModsMH3512AY2014/2015 Semester 1
Stochastic Processes
AY2014/2015 Semester 1
The objective of this course is to introduce modeling dependence. * Discrete-time Markov chains, examples of discrete-time Markov chains, classification of states, irreducibility, periodicity, first passage times, recurrence and transience, convergence theorems and stationary distributions * Random walk, Poisson processes
| AUs | 4.0 AUs |
| Categories | CoreMinorsBDE |
| Not Available To Programme | MAEC(2004-2010), MATH(2004-2010) |
| Mutually Exclusive With | MAS328, MTH354 |
| Exam |
Available Indexes
| Mon | Tue | Wed | Thu | Fri | ||
|---|---|---|---|---|---|---|
| 830 | COMMON LEC (LE) 0830-1030 Mon SPMS-LT2 | |||||
| 900 | ||||||
| 930 | ||||||
| 1000 | ||||||
| 1030 | ||||||
| 1100 | ||||||
| 1130 | ||||||
| 1200 | ||||||
| 1230 | ||||||
| 1300 | ||||||
| 1330 | ||||||
| 1400 | ||||||
| 1430 | ||||||
| 1500 | ||||||
| 1530 | COMMON LEC (LE) 1530-1630 Wed SPMS-LT2 | |||||
| 1600 | ||||||
| 1630 | 72315 TUT (T) 1630-1730 Wed SPMS-LT2 | 72316 TUT (T) 1630-1730 Wed SPMS-LT2 | ||||
| 1700 | ||||||