FACULTY OF SCIENCE
SCHOOL OF MATHEMATICS AND
STATISTICS
MATH3801/3901
PROBABILITY
AND
STOCHASTIC PROCESSES
Session 1, 2007
MATH801/3901 Course Outline
Information about the course
Course Authority: A/Prof. BEN GOLDYS, RC1038, ph. 93857024,
e-mail: B.Goldy
(Higher) Probability and Stochastic Processes
MATH3801-MATH3901
Session 1, 2013 - Week 8
This lecture
5. The Exponential Distribution and the Poisson Process
5.3 The Poisson Process
5.4 Generalisations of the Poisson Process
Stochastic Processes (MATH3801
(Higher) Probability and Stochastic Processes
MATH3801-MATH3901
Session 1, 2013 - Week 6
This lecture
4. Markov Chains
4.5 Some applications
4.6 Mean Time Spent in Transient States
4.7 Branching Processes
4.10 Markov Decision Processes
Stochastic Processe
(Higher) Probability and Stochastic Processes
MATH3801-MATH3901
Session 1, 2013 - Week 9
This lecture
6. Continuous-Time Markov Chains
6.1 Introduction
6.2 Continuous-time Markov Chains
6.3 Birth and Death Processes
6.4 The Transition Probability Function
(Higher) Probability and Stochastic Processes
MATH3801-MATH3901
Session 1, 2013 - Week 11
This lecture
10. Brownian Motion and Stationary Processes
10.1 Brownian Motion
10.2 Hitting times and Maximum Variable
10.3 Variations on Brownian Motion
10.5 White