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

Academic year 2015/16, Not available to visiting students (SS1)		Quota: None
Course Start	Semester 2
Timetable	Timetable
Learning and Teaching activities (Further Info)	Total Hours: 200 ( Lecture Hours 20, Seminar/Tutorial Hours 10, Summative Assessment Hours 3, Programme Level Learning and Teaching Hours 4, Directed Learning and Independent Learning Hours 163 )
Assessment (Further Info)	Written Exam 80 %, Coursework 20 %, Practical Exam 0 %
Additional Information (Assessment)	See 'Breakdown of Assessment Methods' and 'Additional Notes', above.
Feedback	Not entered
Exam Information
Exam Diet	Paper Name		Hours & Minutes
Main Exam Diet S2 (April/May)	MSc Probability 2		3:00

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.