Monash University Handbooks 2008

MTH3241 - Random processes in the sciences and engineering

6 points, SCA Band 2, 0.125 EFTSL

Undergraduate Faculty of Science

Leader: Dr A Sudbury

Offered

Clayton First semester 2008 (Day)

Synopsis

This unit introduces the methods of stochastic processes and statistics used in the analysis of biological data, physics, economics and engineering. At the completion of the unit students will understand the application of classical techniques, such as Poisson processes, Markov chains, hidden Markov chains, random walks, martingale theory, birth and death processes, and branching processes in the analysis of DNA sequences, population genetics, dynamics of populations, telecommunications and economic analysis.

Objectives

On completion of the unit, students will understand the application of classical statistical inference to the analysis of single and multiple DNA and protein sequences, the use of the theory of the random walk in comparing DNA and protein sequences (BLAST), hidden Markov models, and evolutionary models. Apart from applications in molecular biology, students will gain an insight into statistical inference and stochastic processes applicable in other contexts.

Assessment

Final exam: 60%
Assignments: 40%

Contact hours

3 lectures, 1 support class per week

Prerequisites

MTH2010, MTH2032, MTH2222, STA2022 or STA3022. MTH2222 is highly recommended.

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