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Stochastic Systems and Simulation


There are no classes currently available for registration.


This short course, Stochastic Systems and Simulation, introduces you to ideas of stochastic modelling in the context of practical problems in industry, business and science. It aims to give you a firm foundation in the relevant theory which you can then use to build up more detailed knowledge in areas of particular interest in your work. You will develop your ability to formulate practical problems in terms of appropriate stochastic models, and calculate and, where appropriate, optimise suitable performance measures.

Throughout the course, we use relevant examples to illustrate the theory and range of practical application. A central theme is also the application of discrete event simulation in order to understand the behaviour, and optimise the performance, of potentially complex systems that would otherwise have been intractable had an analytical approach been attempted.

Assessment for this course is via coursework (20%) and a final examination (80%).

15 credits at level 7

  • Entry requirements

    Entry requirements

    Most of our short courses have no formal entry requirements and are open to all students.

    This is a postgraduate-level short course. In order to fully engage with the class, you should have previous knowledge of: 

    • probability and distribution theory
    • discrete time Markov chains
    • differential and integral equations
    • R and RStudio.

    You should also have undergraduate-level experience in mathematics, physics, engineering sciences, or another subject with a high mathematical component.

    As part of the enrolment process, you may be required to submit a copy of a suitable form of ID.

    International students who wish to come to the UK to study a short course can apply for a Visitor visa. Please note that it is not possible to obtain a Student visa to study a short course.

  • How to apply

    How to apply

    You register directly onto the classes you would like to take. Classes are filled on a first-come, first-served basis - so apply early. If you wish to take more than one short course, you can select each one separately and then register onto them together via our online application portal. There is usually no formal selection process, although some modules may have prerequisites and/or other requirements, which will be specified where relevant.