Study programme 20202021  Français  
Probability and Statistics Project III (List A)  
Programme component of Master's in Mathematics à la Faculty of Science 
Students are asked to consult the ECTS course descriptions for each learning activity (AA) to know what special Covid19 assessment methods are possibly planned for the end of Q3 

Code  Type  Head of UE  Department’s contact details  Teacher(s) 

USM1SCMATH007M  Optional UE  GROSSEERDMANN Karl  S844  Probabilité et statistique 

Language of instruction  Language of assessment  HT(*)  HTPE(*)  HTPS(*)  HR(*)  HD(*)  Credits  Weighting  Term 

 Français  30  0  90  0  0  12  12.00  Full academic year 
AA Code  Teaching Activity (AA)  HT(*)  HTPE(*)  HTPS(*)  HR(*)  HD(*)  Term  Weighting 

SMATH049  Probability and Statistics Project III  30  0  90  0  0  A  100.00% 
Programme component 

Objectives of Programme's Learning Outcomes
Learning Outcomes of UE
Introduction to two topics in advanced probability: martingales and Markov chains
Content of UE
 Theory of martingales
 Theory of Markov chains
Prior Experience
Good knowledge of the courses Probability and Statistics I and II
Type of Assessment for UE in Q1
Q1 UE Assessment Comments
Not applicable
Type of Assessment for UE in Q2
Q2 UE Assessment Comments
There is also a small test on the presentations
Type of Assessment for UE in Q3
Q3 UE Assessment Comments
Not applicable
Type of Resit Assessment for UE in Q1 (BAB1)
Q1 UE Resit Assessment Comments (BAB1)
Not applicable
Type of Teaching Activity/Activities
AA  Type of Teaching Activity/Activities 

SMATH049 

Mode of delivery
AA  Mode of delivery 

SMATH049 

Required Reading
AA  

SMATH049 
Required Learning Resources/Tools
AA  Required Learning Resources/Tools 

SMATH049  Exercise sheets 
Recommended Reading
AA  

SMATH049 
Recommended Learning Resources/Tools
AA  Recommended Learning Resources/Tools 

SMATH049  Not applicable 
Other Recommended Reading
AA  Other Recommended Reading 

SMATH049  Dominique Foata, Aimé Fuchs, Processus stochastiques : Processus de poisson, chaînes de Markov et martingales, Dunod Brzezniak, Zdzislaw, Zastawniak, Tomasz, Basic Stochastic Processes  A Course Through Exercises, Springer 
Grade Deferrals of AAs from one year to the next
AA  Grade Deferrals of AAs from one year to the next 

SMATH049  Authorized 