? Credit Points : 10  ? SCQF Level : 10  ? Acronym : MAT-4-MPT

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.

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Home subject area

Specialist Mathematics & Statistics (Honours), (School of Mathematics, Schedule P)

? Normal year taken : 4th year

? Delivery Period : Not being delivered

? Contact Teaching Time : 2 hour(s) per week for 11 weeks

All of the following classes

Type Day Start End Area Lecture Wednesday 14:00 15:50 KB

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.

Examination only.

Exam times

Diet Diet Month Paper Code Paper Name Length 1ST May 1 - 2 hour(s)

The Course Secretary should be the first point of contact for all enquiries.

Course Secretary

Ms Jennifer Marshall
Tel : (0131 6)50 5048
Email : Jennifer.Marshall@ed.ac.uk

Course Organiser

Dr Liam O Carroll
Tel : (0131 6)50 5070
Email : L.O'Carroll@ed.ac.uk

Course Website : http://student.maths.ed.ac.uk

School Website : http://www.maths.ed.ac.uk/

College Website : http://www.scieng.ed.ac.uk/