Advanced Probability (MAST90081)

Graduate courseworkPoints: 12.5On Campus (Parkville)

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Overview

Availability
Semester 2
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This subject explores a range of key concepts in modern Probability Theory that are fundamental for Mathematical Statistics and are widely used in other applications. We study measurable space, product measure, Fubini's theorem, conditional expectation and conditional probability, construction of i.i.d. and beyond, discrete-time martingales.

Intended learning outcomes

On completion of this subject, students should be able to:

  • Demonstrate mastery of the principles of probability theory and some of its important applications;
  • Apply advanced techniques used in probability theory and contiguous areas;
  • Analyse and construct mathematical arguments in the context of probability theory;
  • Develop essential skills required to pursue further studies in the areas of mathematics dealing with modelling of random phenomena.

Generic skills

In addition to learning specific skills that will assist students in their future careers in science, they will have the opportunity to develop generic skills that will assist them in any future career path. These include:

  • problem-solving skills: the ability to engage with unfamiliar problems and identify relevant solution strategies;
  • analytical skills: the ability to construct and express logical arguments and to work in abstract or general terms to increase the clarity and efficiency of analysis;
  • collaborative skills: the ability to work in a team;
  • time-management skills: the ability to meet regular deadlines while balancing competing commitments

Last updated: 4 March 2025