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DRPS : Course Catalogue : School of Mathematics : Mathematics

Postgraduate Course: Probability 2 (MATH11099)

Course Outline
SchoolSchool of Mathematics CollegeCollege of Science and Engineering
Credit level (Normal year taken)SCQF Level 11 (Postgraduate) AvailabilityNot available to visiting students
SCQF Credits20 ECTS Credits10
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:
  1. Apply concepts in probability theory to physical problems such as Brownian motion.
  2. Use numerical methods to simulate the mathematical behaviour of different stochastic phenomena.
Reading List
None
Additional Information
Graduate Attributes and Skills Not entered
Special Arrangements Selection of this course requires the approval of the Programme Director.
KeywordsProb2
Contacts
Course organiserProf Istvan Gyongy
Tel: (0131 6)50 5945
Email: I.Gyongy@ed.ac.uk
Course secretaryMrs Frances Reid
Tel: (0131 6)50 4883
Email: f.c.reid@ed.ac.uk
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