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.

Teaching

100%: Lecture

Assessment

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

Contact hours and workload

We’re currently reviewing contact hours for modules and will update with further information as soon as it is available.

This module is running in the academic year 2019/20. 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.

Courses

This module is offered on the following courses: