- Class Number 5982
- Term Code 3160
- Class Info
- Unit Value 6 units
- Mode of Delivery In Person
- AsPr Dale Roberts
- AsPr Dale Roberts
- Class Dates
- Class Start Date 26/07/2021
- Class End Date 29/10/2021
- Census Date 14/09/2021
- Last Date to Enrol 02/08/2021
An introduction to stochastic processes, which are random processes occurring in time or space.
They are used to model dynamic relationships involving random events in a wide variety of disciplines including the natural and social sciences, and in financial, managerial and actuarial settings.
The course consists of a short review of basic probability concepts and a discussion of conditional probability and conditional expectation, followed by an introduction to the basic concepts and an investigation of the long-run behaviour of Markov chains in discrete time, countable state space. The course also covers some important continuous-time stochastic processes including Poisson processes and other Markov pure jump processes, as well as Brownian motion and other related Gaussian processes as time permits.
Upon successful completion, students will have the knowledge and skills to:
- Decsribe in detail the basic concepts of stochastic processes in discrete time, especially concerning Markov chains, their classifications and long-run behaviour; and
- Explain in detail continuous-time stochastic processes, with topics drawn from: Poisson Processes other Markov pure jump processes Brownian motion Other related Gaussian processes
Although the material in this course may be considered classic, the course will be taught through a modern lens motivated by recent research papers, seminar talks on the topic, and the lecturer's personal research interests. Various applications will be explored and mentioned.
Examination Material or equipment
You will require access to a computer, camera (phone or otherwise), and reliable access to Wattle for the final examination.
Course materials will be made available on Wattle.
Purchase of textbooks is not required for this course. However, if more resources are desired, a common book on the topic is:
- Introduction to Probability Models (11th Edition, 2014) by Sheldon Ross, available as ebook through ANU library at http://library.anu.edu.au/record=b3573439.
Students will be given feedback in the following forms in this course:
- written comments
- verbal comments
- feedback to whole class, groups, individuals, focus groups etc.
ANU is committed to the demonstration of educational excellence and regularly seeks feedback from students. Students are encouraged to offer feedback directly to their Course Convener or through their College and Course representatives (if applicable). The feedback given in these surveys is anonymous and provides the Colleges, University Education Committee and Academic Board with opportunities to recognise excellent teaching, and opportunities for improvement. The Surveys and Evaluation website provides more information on student surveys at ANU and reports on the feedback provided on ANU courses.
|Week/Session||Summary of Activities||Assessment|
|1||Course Motivation. Refresher on Probability Theory|
|2||Refresher on Probability: Random Variables, Conditional Expectations, Moment Generating Functions|
|3||Random Walks 1|
|4||Markov Chains 1||Assignment 1 due|
|5||Markov Chains 2|
|6||Markov Chains 3|
|7||Markov Chains 4||Assignment 2 due|
|8||Random Walks 2|
|9||Random Walks 3|
|10||Brownian Motion 1|
|11||Brownian Motion 2||Assignment 3 due|
There are no regular tutorials for this course.
|Assessment task||Value||Due Date||Return of assessment||Learning Outcomes|
|Assignment 1||10 %||20/08/2021||03/09/2021||1|
|Assignment 2||10 %||24/09/2021||09/10/2021||1|
|Assignment 3||10 %||22/10/2021||05/11/2021||2|
|Final Examination||70 %||04/11/2021||02/12/2021||1,2|
* If the Due Date and Return of Assessment date are blank, see the Assessment Tab for specific Assessment Task details
ANU has educational policies, procedures and guidelines, which are designed to ensure that staff and students are aware of the University’s academic standards, and implement them. Students are expected to have read the Academic Misconduct Rule before the commencement of their course. Other key policies and guidelines include:
The ANU is using Turnitin to enhance student citation and referencing techniques, and to assess assignment submissions as a component of the University's approach to managing Academic Integrity. For additional information regarding Turnitin please visit the Academic Integrity . In rare cases where online submission using Turnitin software is not technically possible; or where not using Turnitin software has been justified by the Course Convener and approved by the Associate Dean (Education) on the basis of the teaching model being employed; students shall submit assessment online via ‘Wattle’ outside of Turnitin, or failing that in hard copy, or through a combination of submission methods as approved by the Associate Dean (Education). The submission method is detailed below.
Moderation of Assessment
Marks that are allocated during Semester are to be considered provisional until formalised by the College examiners meeting at the end of each Semester. If appropriate, some moderation of marks might be applied prior to final results being released.
Course content delivery will take the form of pre-recorded weekly lectures (available via Wattle) and weekly tutorials delivered in hybrid format (on campus, live through scheduled Zoom sessions, and as recorded videos available after the live session).
Centrally scheduled examinations through Examinations, Graduations & Prizes will be timetabled prior to the examination period. Please check ANU Timetabling for further information.
Assessment Task 1
Learning Outcomes: 1
This assessment is to be done individually. Provide detailed solutions to questions based on materials from Weeks 1 to 3. You may type your answer in a type-setting software or you may hand-write parts of your answers. Please ensure that your handwriting is legible. Assignment 1 is due at 3pm on 20 August 2020. It will be made available at least two weeks before the due date. Assignments will be graded and returned on Wattle via TurnitIn.
Assessment Task 2
Learning Outcomes: 1
This assessment is to be done individually. Provide detailed solutions to questions based on materials from Weeks 4 to 6. For details, see Assessment Task 1. Assignment 2 is due at 3pm on 24 September 2020. It will be made available at least two weeks before this. Assignments will be graded and returned on Wattle via TurnitIn.
Assessment Task 3
Learning Outcomes: 2
This assessment is to be done individually. Provide detailed solutions to questions based on materials from Weeks 7 to 10. For details, see Assessment Task 1. Assignment 3 is due at 3pm on 22 October 2020. It will be made available at least two weeks before this. Assignments will be graded and returned on Wattle via TurnitIn.
Assessment Task 4
Learning Outcomes: 1,2
This assessment is to be done individually. The final examination will be a Wattle-based take-home exam. The final examination will be 4 hours long and cover the entire syllabus. It will be open book and all materials are permitted. The exam will be centrally timetabled and details of the final examination timetable will be made available on the ANU Timetabling website.
Academic integrity is a core part of the ANU culture as a community of scholars. At its heart, academic integrity is about behaving ethically, committing to honest and responsible scholarly practice and upholding these values with respect and fairness.
The ANU commits to assisting all members of our community to understand how to engage in academic work in ways that are consistent with, and actively support academic integrity. The ANU expects staff and students to be familiar with the academic integrity principle and Academic Misconduct Rule, uphold high standards of academic integrity and act ethically and honestly, to ensure the quality and value of the qualification that you will graduate with.
The Academic Misconduct Rule is in place to promote academic integrity and manage academic misconduct. Very minor breaches of the academic integrity principle may result in a reduction of marks of up to 10% of the total marks available for the assessment. The ANU offers a number of online and in person services to assist students with their assignments, examinations, and other learning activities. Visit the Academic Skills website for more information about academic integrity, your responsibilities and for assistance with your assignments, writing skills and study.
You will be required to electronically sign a declaration as part of the submission of your assignment. Please keep a copy of the assignment for your records. Unless an exemption has been approved by the Associate Dean (Education) submission must be through Turnitin.
For some forms of assessment (hand written assignments, art works, laboratory notes, etc.) hard copy submission is appropriate when approved by the Associate Dean (Education). Hard copy submissions must utilise the Assignment Cover Sheet. Please keep a copy of tasks completed for your records.
No submission of assignments without an extension after the due date will be permitted. If an assignment is not submitted by the due date, a mark of 0 will be awarded.
Accepted academic practice for referencing sources that you use in presentations can be found via the links on the Wattle site, under the file named “ANU and College Policies, Program Information, Student Support Services and Assessment”. Alternatively, you can seek help through the Students Learning Development website.
Assignments will be graded and returned on Wattle via TurnitIn.
Extensions and Penalties
Extensions and late submission of assessment pieces are covered by the Student Assessment (Coursework) Policy and Procedure. Extensions may be granted for assessment pieces that are not examinations or take-home examinations. If you need an extension, you must request an extension in writing on or before the due date. If you have documented and appropriate medical evidence that demonstrates you were not able to request an extension on or before the due date, you may be able to request it after the due date.
Resubmission of Assignments
No resubmission of assignments is permitted.
Distribution of grades policy
Academic Quality Assurance Committee monitors the performance of students, including attrition, further study and employment rates and grade distribution, and College reports on quality assurance processes for assessment activities, including alignment with national and international disciplinary and interdisciplinary standards, as well as qualification type learning outcomes.
Since first semester 1994, ANU uses a grading scale for all courses. This grading scale is used by all academic areas of the University.
Support for students
The University offers students support through several different services. You may contact the services listed below directly or seek advice from your Course Convener, Student Administrators, or your College and Course representatives (if applicable).
- ANU Health, safety & wellbeing for medical services, counselling, mental health and spiritual support
- ANU Diversity and inclusion for students with a disability or ongoing or chronic illness
- ANU Dean of Students for confidential, impartial advice and help to resolve problems between students and the academic or administrative areas of the University
- ANU Academic Skills and Learning Centre supports you make your own decisions about how you learn and manage your workload.
- ANU Counselling Centre promotes, supports and enhances mental health and wellbeing within the University student community.
- ANUSA supports and represents undergraduate and ANU College students
- PARSA supports and represents postgraduate and research students
High-dimensional probability theory and stochastic processes, algorithms, and their application to large-scale data science problems.
AsPr Dale Roberts