STAT0007 Stochastic Processes

Level	Credits	Term	Type
6	15	2	Service

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.

Standard prerequisites

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 standard prerequisite should simply register for STAT0007 on Portico and await a decision. Students from these programmes who do not satisfy the standard prerequisites must additionally consult a member of staff in the Department of Statistical Science.

Consultation request form

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.