UNSW Handbook Course - Introduction to Probability and Stochastic Processes

Introduction to Probability and Stochastic Processes - MATH5846


	Faculty: Faculty of Science
	School: School of Mathematics
	Campus: Kensington Campus
	Career: Postgraduate
	Units of Credit: 6
	EFTSL: 0.125 (more info)
	Contact Hours per Week: 2
	Session Offered: See Class Timetable
	Fee Band: 2 (more info)

Description

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 analyze 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.

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