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Module Catalogue

ST406 - Applied Stochastic Processes with Advanced Topics

  • Module code: ST406
  • Module name: Applied Stochastic Processes with Advanced Topics
  • Department: Statistics
  • Credit: 15

Content and teaching | Assessment | Availability

Module content and teaching

Principal aims

To provide an introduction to concepts and techniques which are fundamental in modern applied probability theory and operations research: Models for queues, point processes, and epidemics. Notions of equilibrium, threshold behaviour, and description of structure.

Principal learning outcomes

At the end of the course students will: Be able to formulate continuous-time Markov chain models for applied problems; Be able to use basic theory to gain quick answers to important questions (for example, what is the equilibrium distribution for a specific reversible Markov chain?); Be able to solve for the transition probabilities for Markov chains on a finite state space.

Timetabled teaching activities

3 hours per week plus 1 hour supervision in weeks 3, 5, 7, 9.

Departmental link

http://www2.warwick.ac.uk/fac/sci/statistics/courses/modules/years3-4/st406

Other essential notes

Prerequisite(s): ST202 Stochastic Processes. Availability: Only available to students who have not taken ST333.

Module assessment

Assessment group Assessment name Percentage
15 CATS (Module code: ST406-15)
D (Assessed/examined work) Coursework 10%
  2 hour examination (Summer) 90%

Module availability

This module is available on the following courses:

Core

N/A

Optional Core
  • Undergraduate Mathematics and Statistics (BSc MMathStat) (G1G3) - Year 3
Optional
  • Undergraduate Mathematics and Statistics (BSc MMathStat) (G1G3) - Year 4
  • Master of Advanced Study in Mathematical Sciences (G1PE) - Year 1
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G300) - Year 3
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G300) - Year 4
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30A) - Year 3
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30A) - Year 4
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30A) - Year 5
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30B) - Year 3
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30B) - Year 4
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30B) - Year 5
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30C) - Year 3
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30C) - Year 4
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30C) - Year 5
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30D) - Year 3
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30D) - Year 4
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (G30D) - Year 5
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30E) - Year 3
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30E) - Year 4
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30E) - Year 5
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30F) - Year 3
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30F) - Year 4
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30F) - Year 5
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30G) - Year 3
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30G) - Year 4
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30G) - Year 5
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30H) - Year 3
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30H) - Year 4
  • Undergraduate Master of Mathematics,Operational Research,Statistics and Economics (with Intercalated (G30H) - Year 5
  • Undergraduate Discrete Mathematics (G4G3) - Year 4
  • Postgraduate Taught Statistics (G4P1) - Year 1
  • Postgraduate Taught Statistics (G4P1) - Year 2