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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 ) $1,315.10
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

Associate Professor Matthew Parry
Professor 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

Lecture

Stream Days Times Weeks
Attend
A1 Tuesday 14:00-15:50 9-16, 18-22
Friday 12:00-13:50 9-15, 18-22

Tutorial

Stream Days Times Weeks
Attend
A1 Wednesday 10:00-10:50 9-16, 18-22
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