Introduction to Probability and Stochastic Processes - MATH5846
Faculty: Faculty of Science
School: School of Mathematics and Statistics
Course Outline: http://www.maths.unsw.edu.au/
Campus: Kensington Campus
Career: Postgraduate
Units of Credit: 6
EFTSL: 0.12500 (more info)
Indicative Contact Hours per Week: 2
CSS Contribution Charge: 2 (more info)
Tuition Fee: See Tuition Fee Schedule
Further Information: See Class Timetable
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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.
Study Levels
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