goto UNSW  home page  
Contacts Library myUNSW WebCT
 Probability and Stochastic Processes - MATH3801
PRINT THIS PAGE
 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
 
 
Fee Band: 2 (more info)
 
 
Further Information: See Class Timetable
 
  

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.

URL for this page:

© The University of New South Wales (CRICOS Provider No.: 00098G), 2004-2011. The information contained in this Handbook is indicative only. While every effort is made to keep this information up-to-date, the University reserves the right to discontinue or vary arrangements, programs and courses at any time without notice and at its discretion. While the University will try to avoid or minimise any inconvenience, changes may also be made to programs, courses and staff after enrolment. The University may also set limits on the number of students in a course.