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 Probability and Stochastic Processes - MATH3801
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 Students studying
   
   
 
Campus: Kensington Campus
 
 
Career: Undergraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.125 (more info)
 
 
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.
 
 
Session Offered: See Class Timetable
 
 
Fee Band: 2 (more info)
 
  

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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