Undergraduate Course: Modern Probability Theory (MATH10040)
Course Outline
| School | School of Mathematics |
College | College of Science and Engineering |
| Course type | Standard |
Availability | Available to all students |
| Credit level (Normal year taken) | SCQF Level 10 (Year 4 Undergraduate) |
Credits | 10 |
| Home subject area | Mathematics |
Other subject area | Specialist Mathematics & Statistics (Honours) |
| Course website |
http://student.maths.ed.ac.uk |
Taught in Gaelic? | No |
| Course description | 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. |
Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
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Co-requisites | |
| Prohibited Combinations | |
Other requirements | None |
| Additional Costs | None |
Information for Visiting Students
| Pre-requisites | None |
| Displayed in Visiting Students Prospectus? | Yes |
Course Delivery Information
| Not being delivered |
Summary of Intended 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. |
Assessment Information
Examination only.
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Special Arrangements
| None |
Additional Information
| Academic description |
Not entered |
| Syllabus |
Not entered |
| Transferable skills |
Not entered |
| Reading list |
Not entered |
| Study Abroad |
Not entered |
| Study Pattern |
Not entered |
| Keywords | MPT |
Contacts
| Course organiser | Dr Liam O'Carroll
Tel: (0131 6)50 5070
Email: |
Course secretary | Ms Jennifer Marshall
Tel: (0131 6)50 5048
Email: |
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