Historical snapshot — AY2016/2017 Semester 1 · View current offering →

Stochastic Processes

AY2016/2017 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

	Wed	Fri
1030		COMMON LEC (LE) 1030-1130 Fri SPMS-LT1
1100		COMMON LEC (LE) 1030-1130 Fri SPMS-LT1
1130		71900 TUT (T) 1130-1230 Fri SPMS-LT1 Wk2-13	71901 TUT (T) 1130-1230 Fri SPMS-LT1 Wk2-13	71902 TUT (T) 1130-1230 Fri SPMS-LT1 Wk2-13
1200		71900 TUT (T) 1130-1230 Fri SPMS-LT1 Wk2-13	71901 TUT (T) 1130-1230 Fri SPMS-LT1 Wk2-13	71902 TUT (T) 1130-1230 Fri SPMS-LT1 Wk2-13
1230
1300
1330	COMMON LEC (LE) 1330-1530 Wed SPMS-LT1
1400
1430
1500

	Mon	Tue	Wed	Thu	Fri
930
1000
1030
1100
1130
1200
1230
1300
1330
1400
1430
1500
1530
1600
1630
1700
1730
1800