STAT3011 / STAT3911 Stochastic Processes and Time Series (1 Viewer)

[Mathsisfun15]

Moving to Usyd for honours in Physics and was thinking of taking Stochastic Processes and Time Series as we're allowed to take Maths units. I'm interested in the course contact but need to make sure I get an HD.

I got HDs in all second year maths courses I took (Multivariable Calculus, Linear Algebra, Complex Analysis and Differential Equations - all at higher level) however the only 2nd year statistics course I took was at normal not advanced level but I got a very high mark.

Has anyone taken these courses?
How good are the respective lecturers Ray Kawai and Qiying Wang?

I read somewhere that Usyd doesn't scale Science courses so is there any point at all taking the advanced course? How scarce are HD's particularly for the lower course?

 

[sida1049]

Kawai is generally agreed to be the better lecturer of the two; Wang has a strong accent, but if attend every lecture, you should be able to get all the content you need.

Both lecturers are generous. From my experience (had both for an entire year), they set generous quizzes and exams, and mark fairly generously. As long as you keep up with the content each week, do the tutorial problems and past quizzes/exams for practice, an HD in this unit isn't very difficult.

Oh yeah I almost forgot to mention, the content for this unit is straightforward and not difficult, almost a walk in the park compared to second year linear algebra and analysis (at least in this university).

HDs can be scarce in STAT3X11, only because a lot of statistics students walk into this course expecting applied statistics, but it's actually just all maths and probability (but once again, I'd like to emphasise that compared to second year pure maths courses, this is really nothing).

USYD doesn't scale, so the only benefit of taking STAT3911 is that you get more theory on stochastic processes. Some people are of the opinion that it's worth avoiding the advanced version just to avoid Wang. I don't quite share this opinion, since I thought some of the advanced content was kind of interesting, but if you want an easier time, then you should probably go for the mainstream version.

By the way, the course only really touches the surface of stochastic processes. E.g. basic Markov chains, the Poisson process and possibly Brownian motion for the mainstream version, and branching processes, Martingales and possibly Brownian bridges(?) for the advanced version. Not 100% sure what the course will cover this year since some changes have been made, so if you're expecting really advanced stochastic models used in statistical mechanics or something, you'll be pretty disappointed.