The programme

The CDT in Mathematics of Random Systems is a partnership between three world-class departments in the area of probabilistic modelling, stochastic analysis and their applications: the Oxford Mathematical Institute, the Oxford Department of Statistics and the Department of Mathematics at Imperial College London. It aims to train the next generation of academic and industry experts in stochastic modelling, advanced computational methods and data science.

The CDT offers a 4-year comprehensive training programme at the frontier of scientific research in probability, stochastic analysis, stochastic modelling, stochastic computational methods as well as applications in physics, mathematical finance, biology, healthcare and data science. In the first year, students follow four core courses on foundation areas and three elective courses, and choose a main research topic and a research supervisor. This research project will then be expected to evolve into a PhD thesis in years two to four.

Throughout the four years of the course, students will participate in various CDT activities with their cohort, including a CDT spring retreat, the annual summer school as well as regular seminars, workshops and training in transferrable skills such as communication, ethics and team-working.

Course structure: 4-year PhD programme focused on research

Course structure: 4-year PhD programme focused on research

Year 1

Term 1

Four 8-hour introductory courses in the first 2 weeks:
  • Foundations of Stochastic Analysis
  • Foundations of Data Science
  • Function spaces and Distributions
  • Programming in Python
Four advanced Core courses in Term 1 (Oct-Dec):
  • Advanced topics in Stochastic Analysis
  • Advanced Topics in Data Science: Deep Learning
  • Stochastic Partial Differential Equations
  • Simulation methods and stochastic algorithms

The Term 1 courses are followed by 2 elective courses at Oxford or Imperial College London.


Term 2

Supervised research project

Students begin work on research with their supervisors by January. View a list of supervisors associated with the CDT. After the end of the Spring term students will attend a Spring Retreat where they will present their work.


Term 3

Term 3 will begin with an intensive group project for two weeks. Students will continue working on their projects and will submit by the end of August. There will be also a CDT annual Summer School in which all students will participate.

Years 2, 3 & 4

Supervised research culminating in a PhD thesis.


Centre staff

CDT Director

CDT co-directors

Management Committee members


Fees & funding

The CDT has multiple industry partners in the areas of data analytics, finance and healthcare who provide funding for PhD projects linked to their areas of activity. Candidates with an interest in industry-related research projects are encouraged to apply. Industry-funded PhD projects provide students with the opportunity to actively engage with our industry partners through collaborative research.

Find out more about fees and funding >>


Admissions

Entry requirements

Students must meet the academic entry requirements for admission at Imperial College London or the University of Oxford. Eligibility criteria will apply. Normally, EU and UK nationals who satisfy residency requirements are eligible for all funding sources. There are limited funding opportunities for overseas students. However, we encourage applications from everyone with a suitable academic background.

Interviews

Applicants meeting the selection criteria will be invited for an interview, either in person or via Skype. Successful applicants will receive funding for the duration of their 4-year studentship. 

How to apply

You can apply for a place at the CDT in the Mathematics of Random Systems by submitting an application for a PhD place at the Mathematics Department at Imperial College London:


Contact us

For more information on the CDT or the application process please contact us: RandomSystems@maths.ox.ac.uk