STAT0007 Introduction to Stochastic Processes
| Level | Credits | Term | Type |
|---|---|---|---|
| 6 | 15 | 2 | Departmental |
Module description
This module aims to provide an introduction to the study of systems which change state stochastically with time and to facilitate the development of skills in the application of probabilistic ideas.
Further details are available in the STAT0007 UCL Module Catalogue entry.
Prerequisite knowledge
STAT0007 is primarily intended for undergraduates within the Department of Statistical Science (including the MASS programmes) and also BSc / MSci Natural Sciences students following the Mathematics and Statistics stream. The academic prerequisite for these students, in addition to their (other) compulsory modules, is STAT0005.
For outside students, the following module is considered a sufficient alternative prerequisite: MATH0057
Registration process
STAT0007 is specified as a formal option within the MEng Mathematical Computation programme and for third and fourth year undergraduates from the Department of Mathematics. Students from these programmes who have taken the alternative prerequisite module listed above should simply register for STAT0007 on Portico and await a decision. Students from these programmes who have not taken the listed module must additionally consult a member of staff in the Department of Statistical Science.
STAT0007 is NOT offered as an elective.
Other considerations
STAT0007 is usually taken in combination with STAT0005. Students only intending to register for STAT0007 do so on the understanding that they must instead complete some preliminary reading. The required material can be found in “Introduction to Probability Models” by S.M. Ross (Academic Press, 2007): Sections 2.5 (Jointly distributed random variables, pages 47-60), 2.6 (Moment generating functions, pages 64-70) and 3.1 to 3.5 (Conditional probability and expectation, pages 97-132).
This webpage part of a guide to modules offered by the Department of Statistical Science that are available to students registered in other UCL departments and should be read in conjunction with the general information on the front page of the guide.