Probability Models (G1100)
15 credits, Level 6
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.
Teaching and assessment
We’re currently reviewing teaching and assessment of our modules in light of the COVID-19 situation. We’ll publish the latest information as soon as possible.
Contact hours and workload
This module is approximately 150 hours of work. This breaks down into about 33 hours of contact time and about 117 hours of independent study. The University may make minor variations to the contact hours for operational reasons, including timetabling requirements.
This module is running in the academic year 2020/21. 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: