MATH5846 Introduction to Probability and Stochastic Processes

MATH5846 is a Postgraduate Coursework Mathematics course. See the course overview below. This course is not available to Honours Students and students in the Master programs unless with permission from the PG Coordinator.

Units of credit: 6

Prerequisites: No

Cycle of offering: Every year in Semester 1 T1A

Graduate attributes: The course will enhance your research, inquiry and analytical thinking abilities.

More information: This recent course handout (pdf) contains information about course objectives, assessment, course materials and the syllabus. 

The Online Handbook entry contains information about the course. (The timetable is only up-to-date if the course is being offered this year.) 

If you are currently enrolled in MATH5846, you can log into UNSW Moodle for this course.

Course Overview

Probabilistic concepts are necessary to study various complex phenomena arising in Engineering, Biology, Medicine and Economics. The aim of this course is to introduce basic concepts which are needed to analyse such phenomena. In particular, we discuss the concepts of random event, random variable, structures of dependence, computation of probabilities using the Central Limit Theorem, simple Markov chains and a Poisson process.