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DEGREE REGULATIONS & PROGRAMMES OF STUDY 2015/2016

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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
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 23:00
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.
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:
Course secretaryMrs Frances Reid
Tel: (0131 6)50 4883
Email:
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