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Not offered in the current semester · Last offered AY2014/2015 Semester 1
ModsMTH354

Stochastic Processes

Last offered — 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

AUs4.0 AUs
Grade Type
PrerequisiteMAS215, MTH214
Not Available To ProgrammeMAEC(2004-2009), MAEC(2011-onwards), MATH(2004-2009), MATH(2011-onwards)
Not Available To All Programme With
Not Available As BDE/UE To Programme
Not Available As Core To Programme
Not Available As PE To Programme
Mutually Exclusive WithMAS328, MH3512
Not Offered As BDEYes
Not Offered As Unrestricted Elective
Exam

Total hours per week: 4 hrs