Course level

Undergraduate

Faculty

Science

School

Mathematics & Physics School

Units

2

Duration

One Semester

Class hours

Lecture 3 Hours/ Week
Tutorial 1 Hour/ Week

Incompatible

STAT7504, STAT4403, STAT4404

Prerequisite

STAT3004 or STAT7304

Recommended prerequisite

Assessment methods

Assignments


Course enquiries

Sem 1 - Professor Dirk Kroese

Current course offerings

Course offerings Location Mode Course Profile
Semester 1, 2024 (19/02/2024 - 15/06/2024) St Lucia In Person Course Profile

Please Note: Course profiles marked as not available may still be in development.

Course description

State of the art in advanced probability and stochastic processes. The syllabus consists of a set of core topics of broad relevance in the field, and more specialized topics that depend on the research interest of the lecturer. The core topics cover rigorous measure-theoretic treatments of fundamental concepts, and advanced tools including martingales, limit theorems, advanced stochastic processes.

Archived offerings

Course offerings Location Mode Course Profile
Semester 1, 2023 (20/02/2023 - 17/06/2023) External External Course Profile
Semester 1, 2023 (20/02/2023 - 17/06/2023) St Lucia In Person Course Profile
Semester 1, 2022 (21/02/2022 - 21/06/2022) St Lucia External Course Profile
Semester 1, 2022 (21/02/2022 - 21/06/2022) St Lucia Internal Course Profile