Module leader: S B Connor & A Turner

Please see the full Module Specifications PDF file document for background information relating to all of the APTS modules, including how to interpret the information below.

Aims: This module will introduce students to two important notions in stochastic processes — reversibility and martingales — identifying the basic ideas, outlining the main results and giving a flavour of some of the important ways in which these notions are used in statistics.

Learning outcomes: A student successfully completing this module will be able to:

Prerequisites: Preparation for this module should include a review of the basic theory and concepts of Markov chains as examples of simple stochastic processes (transition and rate matrices, irreducibility and aperiodicity, equilibrium equations and results on convergence to equilibrium), and with the definition and basic properties of the Poisson process (as an example of a simple counting process).


Assessment: One of