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MA4F7 - Brownian Motion

  • Module code: MA4F7
  • Module name: Brownian Motion
  • Department: Mathematics Institute
  • Credit: 15

Content and teaching | Assessment | Availability

Module content and teaching

Principal aims

"Brownian motion was originally the description given in physics for the random erratic movement of molecules. In 1905 Einstein made a detailed study in which he postulated certain properties should hold. In 1923 mathematical Brownian motion was born when a famous mathematician, Norbert Wiener, showed how to construct a random function W(t) giving the molecules ""position"" at time $t$ which had Einstein's properties. We will investigate methods of constructing such random functions. It turns out the Gaussian distribution is essential - it is impossible to do with any other distribution. "

Departmental link

http://go.warwick.ac.uk/MA4F7/

Other essential notes

Prerequisites: At least one of ST318 Probability Theory, MA359 Measure Theory.

Module assessment

Assessment group Assessment name Percentage
15 CATS (Module code: MA4F7-15)
B (Examination only) Examination - Main Summer Exam Period (weeks 4-9) 100%

Module availability

This module is available on the following courses:

Core

N/A

Optional Core

N/A

Optional
  • Undergraduate Mathematics (MMath) (G103) - Year 3
  • Undergraduate Mathematics (MMath) (G103) - Year 4
  • Undergraduate Master of Mathematics (with Intercalated Year) (G105) - Year 3
  • Undergraduate Master of Mathematics (with Intercalated Year) (G105) - Year 4
  • Undergraduate Master of Mathematics (with Intercalated Year) (G105) - Year 5
  • Undergraduate Mathematics (MMath) with Study in Europe (G106) - Year 4
  • Postgraduate Taught Mathematics (G1P0) - Year 2
  • Postgraduate Taught Mathematics (Diploma plus MSc) (G1PC) - Year 2
  • Postgraduate Taught Interdisciplinary Mathematics (Diploma plus MSc) (G1PD) - Year 2
  • Undergraduate Discrete Mathematics (G4G3) - Year 4