MATH3801 is a Mathematics Level III course. See the course overview below.

Units of credit: 6

Prerequisites: MATH2501 or MATH2601 and MATH2011 or MATH2111 and MATH2801 or MATH2901.

Exclusions: MATH3901.

Cycle of offering: yearly in Semester 1.

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. (This pdf will usually be updated by the end of the first week of the semester.)

The Online Handbook entry contains up-to-date timetabling information.

If you are currently enrolled in MATH3801, you can log into the My eLearning Vista instance of this course.

This course is an introduction to Stochastic Processes. Informally, a stochastic process is a random quantity that evolves over time. Examples of this phenomenon include changes in a gambler's net fortune in a series of games, fluctuations of stock prices on a Stock Exchange, spread of diseases and many others. In this course we will introduce some tools from probability theory necessary to study random phenomena and we will consider some basic stochastic processes. The course will emphasise both theory and applications.