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STAT405 Probability and Random Processes

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Theory and application of probability and random processes

Paper title Probability and Random Processes
Paper code STAT405
Subject Statistics
EFTS 0.1667
Points 20 points
Teaching period Semester 1 (On campus)
Domestic Tuition Fees Tuition Fees for 2022 have not yet been set
International Tuition Fees Tuition Fees for international students are elsewhere on this website.

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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

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Timetable

Semester 1

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