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DEGREE REGULATIONS & PROGRAMMES OF STUDY 2014/2015
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DRPS : Course Catalogue : School of Mathematics : Mathematics

Undergraduate Course: Modern Probability Theory (MATH10040)

Course Outline
SchoolSchool of Mathematics CollegeCollege of Science and Engineering
Credit level (Normal year taken)SCQF Level 10 (Year 4 Undergraduate) AvailabilityAvailable to all students
SCQF Credits10 ECTS Credits5
SummaryCourse for final year students in Honours programmes in Mathematics.

A brief introduction to the measure-theoretic framework of probability theory. In particular, basic integration theory is provided in the natural context of probability theory. Secondly, an application oriented selection from the theory of random processes is presented.
Course description Not entered
Entry Requirements (not applicable to Visiting Students)
Pre-requisites Co-requisites
Prohibited Combinations Other requirements None
Information for Visiting Students
Pre-requisitesNone
Course Delivery Information
Not being delivered
Learning Outcomes
To understand stochastic models in various fields of science and engineering, eg. in the financial industry and in stochastic filtering and control problems of engineering.
Reading List
None
Additional Information
Course URL http://student.maths.ed.ac.uk
Graduate Attributes and Skills Not entered
KeywordsMPT
Contacts
Course organiserDr Liam O'Carroll
Tel: (0131 6)50 5070
Email: L.O'Carroll@ed.ac.uk
Course secretaryMs Jennifer Marshall
Tel: (0131 6)50 5048
Email: Jennifer.Marshall@ed.ac.uk
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