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5910 (v.4) Stochastic Processes 501
Area: | Department of Mathematics and Statistics |
Credits: | 25.0 |
Contact Hours: | 3.0 |
Lecture: | 3 x 1 Hours Weekly |
Prerequisite(s): | 9397 (v.7) Probability Theory 301 or any previous version
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Syllabus: | Review of probability tools, Introduction to stochastic processes, Poisson process, Markov chains, Random walk, Limit theorems, Birth and death process, Branching processes, Renewal processes, Brownian motion, Queuing theory. |
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Unit Outcomes: | On completion of this unit students will be able to explain the concepts and methods of stochastic modeling; Define Markov chains and apply to real life phenomenon; Define Markov process models and apply to model real life situations; Define and apply Brownian Motion processes; Explain renewal theory and its applications; Perform modelling of queuing systems; Simulate stochastic processes. |
Texts and references listed below are for your information only and current as of September 30, 2003. Some units taught offshore are modified at selected locations. Please check with the unit coordinator for up-to-date information and approved offshore variations to unit information before finalising study and textbook purchases. |
Unit References: | Karlin, S. and Taylor, H.M. 1975, A first Course in Stochastic Processes Academic Press, 2nd Edition. Ross, S.M. 1983, Stochastic Process, John Wiley & Sons. Feller, W. 1966, An Introduction to Probability Theory and its Applications, volume 1, 3rd edition. Hoel, P.G., Port, S.C. and Stone, C.J. 1999, Introduction to Stochastic Processes, Waveland Press. Brzezniak, Z. and Zastawniak, Tomasz 1998 Basic Stochastic Processes: A Course Through Exercises, Springer. Nelson, B.L. 1995 More about Stochastic Modelling: Analysis and Simulation, McGraw-Hill, Inc. Peter, G. 1995, Stochastic Modelling of Scientific Data, Chapman and Hall/CRC. |
Unit Texts: | Karlin, S. and Taylor,, H.M. 1998, An Introduction to Stochastic Modelling Academic Press, 3rd Edition. |
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Unit Assessment Breakdown: | Assignments (3) 40%, Final Examination (2 hours) 60% |
Field of Education: | 10100 Mathematical Sciences (Narrow Grouping) | HECS Band (if applicable): | 2 |
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Extent to which this unit or thesis utilises online information: | Not Online | Result Type: | Grade/Mark |
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Availability
| Year | Location | Period | Internal | Area External | Central External | | 2004 | Bentley Campus | Semester 1 | Y | | | | 2004 | Bentley Campus | Semester 2 | Y | | |
Area
External | refers to external course/units run by the School or Department, offered online or through Web CT, or offered by research. |
Central
External | refers to external course/units run through the Curtin Bentley-based Distance Education Area |
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