Undergraduate Course: Modern Probability Theory (MATH10040)
This course will be closed from 13 January 2017
Course Outline
| School | School of Mathematics |
College | College of Science and Engineering |
| Credit level (Normal year taken) | SCQF Level 10 (Year 4 Undergraduate) |
Availability | Available to all students |
| SCQF Credits | 10 |
ECTS Credits | 5 |
| Summary | Course 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
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Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
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Co-requisites | |
| Prohibited Combinations | |
Other requirements | None |
Information for Visiting Students
| Pre-requisites | None |
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.
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Contacts
| Course organiser | Dr Liam O'Carroll
Tel: (0131 6)50 5070
Email: L.O'Carroll@ed.ac.uk |
Course secretary | Ms Jennifer Marshall
Tel: (0131 6)50 5048
Email: Jennifer.Marshall@ed.ac.uk |
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