STAT211-21S1 (C) Semester One 2021

Random Processes

15 points

Details:
Start Date: Monday, 22 February 2021
End Date: Sunday, 27 June 2021
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Sunday, 7 March 2021
  • Without academic penalty (including no fee refund): Friday, 14 May 2021

Description

This course introduces some of the most useful probability concepts and models that are widely used in biology, medicine, economics, finance, engineering, physics and many other areas. The models that will be covered are Markov chains and Poisson processes.

Learning Outcomes

  • Be able to identify, formulate and solve certain probability problems;
  • understand the model assumptions and mathematical properties of some common
    random processes, which may include Markov chains, random walks, Poisson
    processes and martingales;
  • be able to use these models in simple applications.

Prerequisites

15 points from MATH102, EMTH118 or MATH199; and another 15 points from 100 level STAT, MATH or EMTH (excluding MATH101 & MATH110)

Restrictions

STAT216

Course Coordinator / Lecturer

Fabian Dunker

Assessment

Assessment Due Date Percentage 
Assignments (x4) 40%
Final Examination 60%

Indicative Fees

Domestic fee $788.00

International fee $4,438.00

* All fees are inclusive of NZ GST or any equivalent overseas tax, and do not include any programme level discount or additional course-related expenses.

For further information see Mathematics and Statistics .

All STAT211 Occurrences

  • STAT211-21S1 (C) Semester One 2021