Overview
MATH5835 is a honours and postgraduate coursework mathematics/statistics course.
Units of credit:听6
Pre-requisites: 24 units of level III mathematics (including 6 units in MATH3801 Probability and Stochastic Processes or MATH3901 Higher聽Probability and Stochastic Processes or an equivalent course) or a degree in a numerate discipline or permission of course authority.
Cycle of offering: Term 1聽
Graduate attributes:聽The course will enhance your research, inquiry and analytical thinking abilities.
More information:聽The Course outline will be made available closer to the start of term - please visit this website: www.unsw.edu.au/course-outlines
Important additional information as of 2023
UNSW Plagiarism Policy
The University requires all students to be aware of its聽.
For courses convened by the聽School of Mathematics and Statistics no assistance using generative AI software is allowed unless specifically referred to in the individual assessment tasks.
If its use is detected in the no assistance case, it will be regarded as serious academic misconduct and subject to the standard penalties, which may include 00FL, suspension and exclusion.
罢丑别听聽contains聽information about the course. The timetable is only up-to-date if the course is being offered this year.
If you are currently enrolled in MATH5835, you can log into聽聽for this course.
Course overview
The theory of stochastic processes deals with phenomena evolving randomly in time and/or space, such as prices on financial markets, air temperature or wind velocity, spread of diseases, number of hospital admissions in certain area, and many others. This course introduces some of the basic ideas and tools to study such phenomena. In particular, we will introduce a concept of martingale to study phenomena evolving in discrete time and the concept of Poisson process (and its generalizations) and Brownian Motion to study processes evolving continuously in time. Some applications to statistical inference will also be discussed.