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Unit information: Further Topics In Probability 3 in 2021/22

Unit name Further Topics In Probability 3
Unit code MATH30006
Credit points 20
Level of study H/6
Teaching block(s) Teaching Block 2 (weeks 13 - 24)
Unit director Dr. Balazs
Open unit status Not open

MATH20008 Probability 2, MATH36204 Martingale Theory with Applications 3


MATH34000 Measure Theory and Integration would be useful but is not essential

School/department School of Mathematics
Faculty Faculty of Science


Unit Aims

To outline, discuss, and prove with full mathematical rigour some of the key results in classical probability theory; with special emphasis on applications.

Unit Description

This course deals with probabilistic methods and with various analytic tools used and exploited in probability theory. It builds on the rigorous foundations given in the Martingale Theory with Applications unit and proceeds to prove some of the key theorems of probability: the Weak and Strong Laws of Large Numbers and the Central Limit Theorem. The analytic tools introduced in a probabilistic context are: generating functions, Fourier transforms, weak convergence of probability measures, and fine analysis thereof.

Relation to other units

MATH20008 Probability 2 and MATH36204 or MATHM6204 Martingale Theory with Applications (3 or 4) are prerequisites. MATH34000 Measure Theory and Integration and MATH20006 Metric Spaces are recommended

Intended learning outcomes

To gain profound understanding of the basic notions and techniques of probabilistic and analytic methods in probability theory. In particular: generating functions, Fourier-transforms, weak convergence of probability measures. Special emphasis will be on various “down-to-earth” applications of the mathematical theory.

Teaching details

The unit will be taught through a combination of

  • synchronous online and, if subsequently possible, face-to-face lectures
  • asynchronous online materials, including narrated presentations and worked examples
  • guided asynchronous independent activities such as problem sheets and/or other exercises
  • synchronous weekly group problem/example classes, workshops and/or tutorials
  • synchronous weekly group tutorials
  • synchronous weekly office hours

Assessment Details

80% Timed, open-book examination 20% Coursework

Raw scores on the examinations will be determined according to the marking scheme written on the examination paper. The marking scheme, indicating the maximum score per question, is a guide to the relative weighting of the questions. Raw scores are moderated as described in the Undergraduate Handbook.

If you fail this unit and are required to resit, reassessment is by a written examination in the August/September Resit and Supplementary exam period.


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