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