Probability Models (G1100)

15 credits, Level 6

Autumn teaching

You cover topics including:

  • short revision of probability theory
  • expectation and conditional expectation
  • convergence of random variables, in particular laws of large numbers, moment generating functions, and central limit theorem
  • stochastic processes in discrete time in particular Markov chains, including random walk, martingales in discrete time, Doob's optional stopping theorem, and martingale convergence theorem.


100%: Lecture


20%: Coursework (Problem Set)
80%: Examination (Unseen examination)

Contact hours and workload

This module is 150 hours of work. This breaks down into 36 hours of contact time and 114 hours of independent study.

This module is running in the academic year 2017/18. We also plan to offer it in future academic years. It may become unavailable due to staff availability, student demand or updates to our curriculum. We’ll make sure to let our applicants know of such changes to modules at the earliest opportunity.


This module is offered on the following courses: