unisa logo
books-library-folders

Area/Catalogue
MATH 2018

graduate-cap

Course Level
Undergraduate

globe-earth-geography

Offered Externally
No

diploma-certificate-graduate-degree

Course ID
100306

pie-chart-graph

Unit Value
4.5

compass

University-wide elective course
No

Course owner

Course owner
School of Information Technology and Mathematical Sciences

Course aim

To introduce students to concepts of stochastic processes and their analysis by mathematical techniques and simulation.

Course content

Simple Markov chains (discrete time); recurrence, transience, stationary distributions;
Poisson processes (continuous time); Renewal processes, Brownian motion, Elementary stochastic differential equations; Queues and their simple simulations; Modern simulation techniques using Markov Chain Monte Carlo (MCMC).

Textbook(s)

Taha, H. 2007, Operations Research: an Introduction, 8th edition, Pearson Prentice Hall

Prerequisite(s)

Common to all relevant programs
Subject Area & Catalogue Number Course Name
MATH 1054 Calculus 1
MATH 1056 Linear Algebra

Corequisite(s)

Nil

Teaching method

Component Duration
INTERNAL, MAWSON LAKES
Lecture 2 hours x 13 weeks
Tutorial 2 hours x 13 weeks

Note: These components may or may not be scheduled in every study period. Please refer to the timetable for further details.


Assessment

Task Length Weighting Duration
INTERNAL, MAWSON LAKES
Assignment 1 1000 word equivalent 15% 4 hours (approximately)
Assignment 2 800 words plus 35% 3 hours of exercises
Final examination 1800 words (equivalent) 50% 3 hours

Fees

EFTSL*: 0.125
Commonwealth Supported program (Band 2)
To determine the fee for this course as part of a Commonwealth Supported program, go to:
How to determine your Commonwealth Supported course fee. (Opens new window)

Fee-paying program for domestic and international students
International students and students undertaking this course as part of a postgraduate fee paying program must refer to the relevant program home page to determine the cost for undertaking this course.

Non-award enrolment
Non-award tuition fees are set by the university. To determine the cost of this course, go to:
How to determine the relevant non award tuition fee. (Opens new window)

Not all courses are available on all of the above bases, and students must check to ensure that they are permitted to enrol in a particular course.

* Equivalent Full Time Study Load. Please note all EFTSL values are published and calculated at ten decimal places. Values are displayed to three decimal places for ease of interpretation

Course Coordinators

School of Information Technology and Mathematical

Checking your eligibility