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Modules

Random Processes

Module code: MTH6141

Credits: 15.0
Semester: SEM1

Contact: Dr Robert Johnson
Prerequisite: Before taking this module you must take MTH5129

This is an advanced module in probability, introducing various probability models used in physical and life sciences and economics. It serves as an introduction to stochastic modelling and stochastic processes. It covers discrete time processes including Markov chains and random walks, and continuous time processes such as Poisson processes, birth-death processes and queuing systems. It builds on previous probability modules but needs no background in statistics; some experience of linear algebra is also desirable.

Connected course(s): UDF DATA
Assessment: 80.0% Examination, 20.0% Coursework
Level: 6

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