MPhil Probability: The University of Manchester

Course description

Opportunities for Postgraduate research are available in a wide range of topics in Probability and Statistics.

The Probability and Statistics group comprises 16 members of staff. The Probability subgroup has made numerous and significant contributions to the theory of random walks and Levy processes; Brownian motion and diffusion processes; Markov, branching and point processes; random fields; Dirichlet forms; stochastic analysis; stochastic differential equations; stochastic partial differential equations; stochastic calculus; optimal stopping; and optimal stochastic control. The Probability subgroup is internationally recognised for its research in these areas and their applications.

There is a long tradition of Probability and Statistics at Manchester - the chair in Mathematical Statistics is one of the oldest established chairs in the UK. Previous members of staff include such well known names as Bartlett, Cane, Gani, Laycock, Papangelou, Parthasarathy, Priestley, Subba Rao and Whittle.

PhD and MPhil supervision is provided in all areas of research of the group. This includes three main areas of specialisation (listed alphabetically): (i) Financial Mathematics; (ii) Probability; (iii) Statistics.

Entry requirements

Academic entry qualification overview: Applicants would usually be expected to have a 1st or upper 2nd class honours degree (or an equivalent overseas qualification) in a mathematical subject. In some research areas a background in physics, engineering or computer science is also acceptable.

English language: Students whose first language is not English require a minimum score of IELTS 6.5 or TOEFL 570 (paper-based) with not less than 5.0 in the TOEFL essay section of the test or 90 (ibtTOEFL).