Historical snapshot — AY2017/2018 Semester 1 · View current offering →
ModsMH3512AY2017/2018 Semester 1
Stochastic Processes
AY2017/2018 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 | ||
|---|---|---|---|---|---|---|
| 1030 | COMMON LEC (LE) 1030-1130 Fri SPMS-LT1 | |||||
| 1100 | ||||||
| 1130 | 70840 TUT (T) 1130-1230 Fri SPMS-LT1 Wk2-13 | 70841 TUT (T) 1130-1230 Fri SPMS-LT1 Wk2-13 | ||||
| 1200 | ||||||
| 1230 | ||||||
| 1300 | ||||||
| 1330 | COMMON LEC (LE) 1330-1530 Wed SPMS-LT1 | |||||
| 1400 | ||||||
| 1430 | ||||||
| 1500 | ||||||