Red X iconGreen tick iconYellow tick icon

    Overview

    Theory and application of probability and random processes.

    About this paper

    Paper title Probability and Random Processes
    Subject Statistics
    EFTS 0.1667
    Points 20 points
    Teaching period Semester 1 (On campus)
    Domestic Tuition Fees ( NZD ) $1,240.75
    International Tuition Fees Tuition Fees for international students are elsewhere on this website.
    Prerequisite
    STAT 370, MATH 202 and MATH 203
    Contact

    matthew.parry@otago.ac.nz

    Teaching staff

    Matthew Parry
    Martin Hazelton

    Textbooks

    Recommended reading:

    • Grimmett, G.R and Stirzaker, D.R. (2001) Probability and Random Processes. Oxford University Press (3rd edition)
    • Guttorp, P. (2018) Stochastic modeling of scientific data. CRC press
    • Billingsley, P. Statistical Inference for Markov Processes
    • Jones, P.W. and Smith, P. (2017) Stochastic Processes: An Introduction. CRC press
    Graduate Attributes Emphasised

    interdisciplinary perspective, lifelong learning, scholarship, communication, critical thinking, ethics, information literacy, research, self-motivation, teamwork
    View more information about Otago's graduate attributes.

    Learning Outcomes

    Students successfully completing this course will:

    • Have knowledge of the mathematical foundations of probability theory
    • Have understanding of the properties of common types of stochastic process models
    • Apply probability and stochastic processes to model random phenomena
    • Demonstrate autonomy and judgement in communicating technical results to others, including non-specialists

    Timetable

    Semester 1

    Location
    Dunedin
    Teaching method
    This paper is taught On Campus
    Learning management system
    Other
    Back to top