Postgraduate Course: Probability 2 (MATH11099)
Course Outline
| School | School of Mathematics |
College | College of Science and Engineering |
| Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Availability | Not available to visiting students |
| SCQF Credits | 20 |
ECTS Credits | 10 |
| Summary | *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. |
| Course description |
Not entered
|
Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
|
Co-requisites | |
| Prohibited Combinations | |
Other requirements | None |
Course Delivery Information
|
| Academic year 2014/15, Not available to visiting students (SS1)
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Quota: None |
| Course Start |
Semester 2 |
Timetable |
Timetable |
| 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 )
|
| Assessment (Further Info) |
Written Exam
80 %,
Coursework
20 %,
Practical Exam
0 %
|
| Additional Information (Assessment) |
See 'Breakdown of Assessment Methods' and 'Additional Notes', above. |
| Feedback |
Not entered |
| Exam Information |
| Exam Diet |
Paper Name |
Hours & Minutes |
|
| Main Exam Diet S2 (April/May) | MSc Probability 2 | 3:00 | |
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.
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Additional Information
| Graduate Attributes and Skills |
Not entered |
| Special Arrangements |
Selection of this course requires the approval of the Programme Director. |
| Keywords | Prob2 |
Contacts
| Course organiser | Prof Istvan Gyongy
Tel: (0131 6)50 5945
Email: I.Gyongy@ed.ac.uk |
Course secretary | Mrs Frances Reid
Tel: (0131 6)50 4883
Email: f.c.reid@ed.ac.uk |
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