UNSW Handbook Course - Probability and Stochastic Processes

Probability and Stochastic Processes - MATH3801


	Faculty: Faculty of Science
	School: School of Mathematics
	Campus: Kensington Campus
	Career: Undergraduate
	Units of Credit: 6
	Contact Hours per Week: 4
	Enrolment Requirements:
	Prerequisite: MATH2501 or MATH2601 and MATH2011 or MATH2111 or MATH2510 or MATH2610 and MATH2801 or MATH2901; Excluded: MATH3901.
	Offered: Semester 1 2005
	Fee Band: 2

Description

Probability theory and random variables, convergence of random variables, Poisson processes, Markov chains. Continuous time Markov chains. Brownian motion and its applications, simulation of stochastic processes.

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