Note: This is an archived Handbook entry from 2015.
|Dates & Locations:|| |
This subject has the following teaching availabilities in 2015:Semester 2, Parkville - Taught on campus.
Timetable can be viewed here. For information about these dates, click here.
|Time Commitment:||Contact Hours: 36 hours comprising one 2-hour lecture per week and one 1-hour practice class per week. |
Total Time Commitment:
Both of the following, or equivalent.
Study Period Commencement:
|Recommended Background Knowledge:||None|
|Non Allowed Subjects:|| |
|Core Participation Requirements:||
For the purposes of considering requests for Reasonable Adjustments under the Disability Standards for Education (Cwth 2005), and Students Experiencing Academic Disadvantage Policy, academic requirements for this subject are articulated in the Subject Description, Subject Objectives, Generic Skills and Assessment Requirements for this entry.
The University is dedicated to provide support to those with special requirements. Further details on the disability support scheme can be found at the Disability Liaison Unit website: http://www.services.unimelb.edu.au/disability/
CoordinatorProf Aihua Xia
Assoc Prof Aihua Xia
The subject covers the key aspects of the theory of stochastic processes that plays the central role in modern probability and has numerous applications in natural sciences and industry. We discuss the following topics: ways to construct and specify random processes, discrete time martingales, Levy processes and more general continuous time Markov processes, point processes. Applications to modelling random phenomena evolving in time are discussed throughout the course.
After completing this subject students should:
Up to 40 pages of written assignments (20%: two assignments worth 10% each, due mid and late in semester), a 3 hour written examination (80%, in the examination period).
|Recommended Texts:|| |
Grimmett, G.R. and Stirzaker, D.R., Probability and Random Processes. Clarendon Press, Oxford, 2001 (third edition).
|Breadth Options:|| |
This subject is not available as a breadth subject.
|Fees Information:||Subject EFTSL, Level, Discipline & Census Date|
In addition to learning specific skills that will assist students in their future careers in science, they will have the opportunity to develop generic skills that will assist them in any future career path. These include:
Master of Philosophy - Engineering |
Master of Science (Mathematics and Statistics)
Mathematics and Statistics |
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