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DEGREE REGULATIONS & PROGRAMMES OF STUDY 2012/2013
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DRPS : Course Catalogue : School of Mathematics : Mathematics

Undergraduate Course: Stochastic Modelling (MATH10007)

Course Outline
SchoolSchool of Mathematics CollegeCollege of Science and Engineering
Course typeStandard AvailabilityAvailable to all students
Credit level (Normal year taken)SCQF Level 10 (Year 3 Undergraduate) Credits10
Home subject areaMathematics Other subject areaSpecialist Mathematics & Statistics (Honours)
Course website https://info.maths.ed.ac.uk/teaching.html Taught in Gaelic?No
Course descriptionCore course for Honours Degrees involving Statistics; optional course for Honours degrees involving Mathematics. Syllabus summary: Markov Chains in discrete time: classification of states, first passage and recurrence times, absorption problems, stationary and limiting distributions. Markov Processes in continuous time: Poisson processes, birth-death processes. The Q matrix, forward and backward differential equations, imbedded Markov Chain, stationary distribution.
Entry Requirements (not applicable to Visiting Students)
Pre-requisites Students MUST have passed: ( Foundations of Calculus (MATH08005) AND Several Variable Calculus (MATH08006) AND Linear Algebra (MATH08007) AND Methods of Applied Mathematics (MATH08035)) OR ( Probability (Year 2) (MATH08008) OR Probability (Year 3) (MATH09004)) OR ( Mathematics for Informatics 3a (MATH08042) AND Mathematics for Informatics 3b (MATH08043) AND Mathematics for Informatics 4a (MATH08044) AND Mathematics for Informatics 4b (MATH08045))
Co-requisites
Prohibited Combinations Other requirements None
Additional Costs None
Information for Visiting Students
Pre-requisitesNone
Displayed in Visiting Students Prospectus?Yes
Course Delivery Information
Delivery period: 2012/13 Semester 2, Available to all students (SV1) WebCT enabled:  Yes Quota:  None
Location Activity Description Weeks Monday Tuesday Wednesday Thursday Friday
King's BuildingsLectureTh A, JCMB1-11 10:00 - 10:50
King's BuildingsLectureTh A, JCMB1-11 10:00 - 10:50
First Class First class information not currently available
Exam Information
Exam Diet Paper Name Hours:Minutes
Main Exam Diet S2 (April/May)2:00
Resit Exam Diet (August)2:00
Summary of Intended Learning Outcomes
1. Ability to solve difference equations using generating functions, using P.S.+C.S.
2. Ability to classify states of a Markov Chain.
3. Ability to calculate mean first passage and recurrence times for an irreducible recurrent state Markov Chain.
4. Calculation of absorption probabilities for a Markov Chain with recurrent classes and transient states.
5. Understanding stationary and limiting behaviour and deriving these probability distributions.
6. Appreciating the range of applications, together with a facility to model appropriate problems in terms of a stochastic process.
Assessment Information
Examination only.
Special Arrangements
None
Additional Information
Academic description Not entered
Syllabus Not entered
Transferable skills Not entered
Reading list http://www.readinglists.co.uk
Study Abroad Not entered
Study Pattern Not entered
KeywordsSMo
Contacts
Course organiserDr Burak Buke
Tel: (0131 6)50 5086
Email: 		Course secretaryMrs Kathryn Mcphail
Tel: (0131 6)50 4885
Email:
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