Postgraduate Course: Probability 2 (MATH11099)
|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
|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.
Entry Requirements (not applicable to Visiting Students)
||Other requirements|| None
Course Delivery Information
|Not being delivered|
| 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.
|Graduate Attributes and Skills
||Selection of this course requires the approval of the Programme Director.
|Course organiser||Prof Istvan Gyongy
Tel: (0131 6)50 5945
|Course secretary||Mrs Frances Reid
Tel: (0131 6)50 4883