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ST202 - Stochastic Processes

  • Module code: ST202
  • Module name: Stochastic Processes
  • Department: Statistics
  • Credit: 12

Content and teaching | Assessment | Availability

Module content and teaching

Principal aims

To introduce the idea of a stochastic process, and to show how simple probability and matrix theory can be used to build this notion into a beautiful and useful piece of applied mathematics.

Principal learning outcomes

At the end of the course students will: understand the notion of a Markov chain, and how simple ideas of conditional probability and matrices can be used to give a thorough and effective account of discrete-time Markov chains; understand notions of long-time behaviour including transience, recurrence, and equilibrium; be able to apply these ideas to answer basic questions in several applied situations including genetics, branching processes and random walks.

Timetabled teaching activities

3 lectures per week for 10 weeks. 4 hours of tutorials in odd weeks starting in wk 3

Departmental link

http://www2.warwick.ac.uk/fac/sci/statistics/courses/modules/year2/st202

Other essential notes

Prerequisites for students not from the Statistics department: ST111 Probability A ST112 Probability B MA131 Analysis (or MA138 Mathematical Analysis)

Module assessment

Assessment group Assessment name Percentage
12 CATS (Module code: ST202-12)
D1 (Assessed/examined work) Examination - Main Summer Exam Period (weeks 4-9) 100%

Module availability

This module is available on the following courses:

Core
  • Undergraduate Mathematics and Statistics (BSc MMathStat) (G1G3) - Year 2
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G300) - Year 2
  • Undergraduate Data Science (G302) - Year 2
  • Undergraduate Mathematics and Statistics (BSc) (GG14) - Year 2
  • Undergraduate Mathematics,Operational Research,Statistics and Economics (Y602) - Year 2
Optional Core

N/A

Optional
  • Undergraduate Mathematics (BSc) (G100) - Year 2
  • Undergraduate Mathematics with Intercalated Year (G101) - Year 2
  • Undergraduate Mathematics (MMath) (G103) - Year 2
  • Undergraduate Master of Mathematics (with Intercalated Year) (G105) - Year 2
  • Undergraduate Mathematics (MMath) with Study in Europe (G106) - Year 2
  • Undergraduate Mathematics and Business Studies (with Intercalated Year) (G1N2) - Year 2
  • Undergraduate Mathematics and Business Studies (G1NC) - Year 2
  • Undergraduate Discrete Mathematics (G4G1) - Year 2
  • Undergraduate Discrete Mathematics (G4G3) - Year 2
  • Undergraduate Mathematics and Economics (GL11) - Year 2
  • Undergraduate Mathematics and Economics (with Intercalated Year) (GL12) - Year 2