Unit name | Probability 2 |
---|---|
Unit code | MATH20008 |
Credit points | 20 |
Level of study | I/5 |
Teaching block(s) |
Teaching Block 2 (weeks 13 - 24) |
Unit director | Professor. Holroyd |
Open unit status | Not open |
Pre-requisites |
MATH11005 Linear Algebra and Geometry, MATH10011 Analysis, MATH10013 Probability and Statistics and MATH10012 ODEs, Curves and Dynamics |
Co-requisites |
None |
School/department | School of Mathematics |
Faculty | Faculty of Science |
Unit Aims
To survey basic models of applied probability and standard methods of analysis of such models.
Unit Description
A wide range of phenomena from areas as diverse as physics, economics and biology can be described by simple probabilistic models. Often, phenomena from different areas share a common mathematical structure. In this course a variety of mathematical structures of wide applicability will be described and analysed. The emphasis will be on developing the tools which are useful to anyone modelling applications, rather than the applications themselves.
Students should have a good knowledge of first year probability and of basic material from first year analysis. As the course builds on Probability 1 it will also deepen students' understanding of the basis of probability theory.
Relation to Other Units
This unit develops the probability theory encountered in the first year. It is a prerequisite for the Level H/6 units Introduction to Queuing Networks, Further Topics in Probability 3, Bayesian Modeling and Financial Mathematics, and is relevant to other Level H/6 probabilistic units.
At the end of the course the student should should:
Transferable Skills:
Lectures and problems classes. Weekly exercises to be done by the student and handed in for marking.
Recommended