This course will provide an introduction to probability theory, including the classical limit theorems of probability & statistics. It will cover fundamental theory, models and methods in probability whilst providing a solid mathematical foundation for research or advanced work in probability, statistical theory, statistical physics, or stochastic modelling in business, finance, economics, mathematical biology, computer science and engineering. Students taking this course may also take related courses such as STATS 720, 723, and 730 and MATHS 730, 764, and 769.
This course includes a research component, in the form of a substantial project. Students will select an advanced research topic, based on a journal article or advanced textbook chosen in consultation with the instructor, and make a detailed investigation of its methods, techniques, and findings, appropriately adapted to the postgraduate level, and with full explanations of the techniques of probability theory that it employs. Students will submit a substantial written report and make a presentation to the class, both of which will form the basis for the project grade.