Historical snapshot — AY2015/2016 Semester 1 · View current offering →
ModsMH3512AY2015/2016 Semester 1
Stochastic Processes
AY2015/2016 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
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| 1000 | |||||
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| 1800 |