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
| Not being delivered |
Learning Outcomes
On completion of this course, the student will be able to:
- Apply concepts in probability theory to physical problems such as Brownian motion.
- Use numerical methods to simulate the mathematical behaviour of different stochastic phenomena.
|
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 |
|
|
University Homepage