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University Frères Mentouri Constantine 1
Faculty of Exact Sciences

Master — Statistics of random processes

Mathematics and Computer Science · Mathematics · Academic year 2026-2027

View the programme outline (PDF)

Master, year 1 Semester 1 Semester 2
Master, year 2 Semester 3
How to read this table
  • UE : teaching unit, a group of subjects (fundamental, methodological, discovery, transversal).
  • Lecture · Tutorial · Lab : weekly hours: lectures, tutorials, lab work.
  • Coefficient / Credits : weight of the subject in the average, and credits earned when it is passed (30 per semester).
  • Semester hours (15 weeks) : total supervised hours over the semester (15 weeks × weekly hours).
  • Personal work : "Other": additional personal work by the student, unsupervised.

Semester 1 M1

30 credits 360h00 hours per semester Lecture 12h00 Tutorial 9h00 Lab 3h00

Fundamental UEF 1 18 credits · Coefficient 9
  • Probability Theory Lecture 3h00Tutorial 3h00 90h00 8 credits × 4
  • Convergence and Limit Theorems Lecture 1h30Tutorial 1h30 45h00 4 credits × 2
  • Data Analysis Lecture 1h30Lab 3h00 67h30 6 credits × 3
Methodological UEM 1 9 credits · Coefficient 4
  • Distributions Lecture 1h30Tutorial 1h30 45h00 4 credits × 2
  • Differentiability and Product Integral Lecture 1h30Tutorial 1h30 45h00 5 credits × 2
Discovery UED 1 2 credits · Coefficient 2
  • Unconstrained Optimization Lecture 1h30Tutorial 1h30 45h00 2 credits × 2
Transversal UET 1 1 credit · Coefficient 1
  • Scientific English 1 Lecture 1h30 22h30 1 credit × 1

Semester total : 30 credits · 360h00 · Coefficient 16

Semester 2 M1

30 credits 381h30 hours per semester Lecture 13h30 Tutorial 10h30 Lab 1h30

Fundamental UEF 2 17 credits · Coefficient 8
  • Introduction to Random Processes Lecture 3h00Tutorial 3h00 90h00 8 credits × 4
  • Statistical Inference Lecture 3h00Tutorial 3h00Lab 0h45 101h00 9 credits × 4
    TP : 1h30 par quinzaine.
Methodological UEM 2 10 credits · Coefficient 5
  • Nonparametric Statistics Lecture 3h00Tutorial 1h30Lab 0h45 78h00 6 credits × 3
    TP : 1h30 par quinzaine.
  • Convex Analysis Lecture 1h30Tutorial 1h30 45h00 4 credits × 2
Discovery UED 2 2 credits · Coefficient 2
  • Research Ethics and Deontology Lecture 1h30Tutorial 1h30 45h00 2 credits × 2
Transversal UET 2 1 credit · Coefficient 1
  • Scientific English 2 Lecture 1h30 22h30 1 credit × 1

Semester total : 30 credits · 381h30 · Coefficient 16

Semester 3 M2

30 credits 381h30 hours per semester Lecture 13h30 Tutorial 9h00 Lab 3h00

Fundamental UEF 3 17 credits · Coefficient 8
  • Stochastic Calculus Lecture 3h00Tutorial 3h00 90h00 8 credits × 4
  • Time Series Lecture 3h00Tutorial 3h00Lab 0h45 101h00 9 credits × 4
    TP : 1h30 par quinzaine.
Methodological UEM 3 10 credits · Coefficient 5
  • Censored Data Lecture 3h00Tutorial 1h30Lab 0h45 78h00 6 credits × 3
    TP : 1h30 par quinzaine.
  • Markov Chains and Random Walks Lecture 1h30Tutorial 1h30 45h00 4 credits × 2
Discovery UED 3 2 credits · Coefficient 2
  • Scientific Computing Lecture 1h30Lab 1h30 45h00 2 credits × 2
Transversal UET 3 1 credit · Coefficient 1
  • Scientific English 3 Lecture 1h30 22h30 1 credit × 1

Semester total : 30 credits · 381h30 · Coefficient 16

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