Postgraduate Course: Probability 2 (MATH11099)
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 11 (Postgraduate) |
Credits | 20 |
| Home subject area | Mathematics |
Other subject area | None |
| Course website |
None |
Taught in Gaelic? | No |
| Course description | 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. |
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? | No |
Course Delivery Information
| Not being delivered |
Summary of Intended Learning Outcomes
Application of concepts in probability theory to physical problems such as Brownian motion.
Ability to use numerical methods to simulate the mathematical behaviour of different stochastic phenomena. |
Assessment Information
Examination 80%
Continuous Assessment 20% |
Special Arrangements
| Selection of this course requires the approval of the Programme Director. |
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 | Prob2 |
Contacts
| Course organiser | Prof Tom Lenagan
Tel: (0131 6)50 5078
Email: |
Course secretary | Mrs Frances Reid
Tel: (0131 6)50 4883
Email: |
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