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ST910 - An Invitation to Graduate Probability

  • Module code: ST910
  • Module name: An Invitation to Graduate Probability
  • Department: Statistics
  • Credit: 15

Content and teaching | Assessment | Availability

Module content and teaching

Principal aims

The purpose of this module is to introduce and develop major themes of modern probability and stochastic processes in a manner which suits high-attaining applied mathematicians in their first postgraduate year. A constructive approach will be adopted, and each of the major themes will be illustrated by substantial examples, problems, or controversial issues. The exposition will be accompanied by practical discussion of simulation issues. It is intended that the module will lead on naturally to the in-depth and mathematically more rigorous treatment to be provided in the second term module. While the primary target audience will be graduates who previously may have only encountered the subject at first-year undergraduate level, the focus on problems and simulation will be also useful for graduates with a more extensive training in theoretical probability, and the presentation of lectures will be designed with this in mind.

Principal learning outcomes

Give a clear account of theories of meaning of probability; describe in general terms the mathematical foundations of the subject; appreciate the role of approximation in probability; understand how the basic notions of independence, conditioning and expectation can be marshalled to define, build and analyse models of stochastic processes; appreciate the scope and limitations of stimulation as a tool for understanding the behaviour of these processes, b) Present coherent discussion of the theoretical bases for various stochastic models, c) Undertake preliminary mathematical analyses of random processes; formulate random process models for a variety of applied situations, d) Use mathematical software to simulate simple random phenomena as an aid to understanding.

Timetabled teaching activities

Lectures per week: 2 hours, Classwork sessions: 1 hour, Module duration: 10 weeks, Total contact hours: 30, Private study and group working: 90

Departmental link

Other essential notes

Please note that this module is not available to taught MSC Taught Statistics students.

Module assessment

Assessment group Assessment name Percentage
15 CATS (Module code: ST910-15)
A (Assessed work only) Oral examination 50%
  Essay (20 pages) 50%

Module availability

This module is available on the following courses:



Optional Core