Postgraduate Course: Probability 2 (MATH11099)
Course Outline
| School | School of Mathematics |
College | College of Science and Engineering |
| Course type | Standard |
Availability | Not available to visiting students |
| Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Credits | 20 |
| Home subject area | Mathematics |
Other subject area | None |
| Course website |
None |
Taught in Gaelic? | No |
| Course description | *Only Postgraduate Taught students on Mathematics Degree Programmes and Undergraduate MMath Year 5 students may take this course, and selection requires the approval of the Programme Director.*
This course covers the application of the theory of probability to many examples appearing in several areas of science.
The course includes Montecarlo simulation methods and simple stochastic differential equations. |
Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
|
Co-requisites | |
| Prohibited Combinations | |
Other requirements | None |
| Additional Costs | None |
Course Delivery Information
|
| Delivery period: 2013/14 Semester 2, Not available to visiting students (SS1)
|
Learn enabled: Yes |
Quota: None |
Web Timetable |
Web Timetable |
| Course Start Date |
13/01/2014 |
| Breakdown of Learning and Teaching activities (Further Info) |
Total Hours:
200
(
Lecture Hours 20,
Seminar/Tutorial Hours 10,
Summative Assessment Hours 3,
Programme Level Learning and Teaching Hours 4,
Directed Learning and Independent Learning Hours
163 )
|
| Additional Notes |
|
| Breakdown of Assessment Methods (Further Info) |
Written Exam
80 %,
Coursework
20 %,
Practical Exam
0 %
|
| Exam Information |
| Exam Diet |
Paper Name |
Hours:Minutes |
|
|
| Main Exam Diet S2 (April/May) | MSc Probability 2 | 3:00 | | |
Summary of Intended Learning Outcomes
Application of concepts in probability theory to physical problems such as Brownian motion.
Ability to use numerical methods to simulate the mathematical behaviour of different stochastic phenomena. |
Assessment Information
| See 'Breakdown of Assessment Methods' and 'Additional Notes', above. |
Special Arrangements
| Selection of this course requires the approval of the Programme Director. |
Additional Information
| Academic description |
Not entered |
| Syllabus |
Not entered |
| Transferable skills |
Not entered |
| Reading list |
Not entered |
| Study Abroad |
Not entered |
| Study Pattern |
Not entered |
| Keywords | Prob2 |
Contacts
| Course organiser | Prof Tom Lenagan
Tel: (0131 6)50 5078
Email: T.Lenagan@ed.ac.uk |
Course secretary | Mrs Frances Reid
Tel: (0131 6)50 4883
Email: f.c.reid@ed.ac.uk |
|
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