Study programme 2020-2021 | 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 Covid-19 assessment methods are possibly planned for the end of Q3 |
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Code | Type | Head of UE | Department’s contact details | Teacher(s) |
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US-M1-SCMATH-007-M | Optional UE | GROSSE-ERDMANN Karl | S844 - Probabilité et statistique |
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Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Credits | Weighting | Term |
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| Français | 30 | 0 | 90 | 0 | 0 | 12 | 12.00 | Full academic year |
AA Code | Teaching Activity (AA) | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term | Weighting |
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S-MATH-049 | Probability and Statistics Project III | 30 | 0 | 90 | 0 | 0 | A | 100.00% |
Programme component |
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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 |
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S-MATH-049 |
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Mode of delivery
AA | Mode of delivery |
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S-MATH-049 |
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Required Reading
AA | |
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S-MATH-049 |
Required Learning Resources/Tools
AA | Required Learning Resources/Tools |
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S-MATH-049 | Exercise sheets |
Recommended Reading
AA | |
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S-MATH-049 |
Recommended Learning Resources/Tools
AA | Recommended Learning Resources/Tools |
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S-MATH-049 | Not applicable |
Other Recommended Reading
AA | Other Recommended Reading |
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S-MATH-049 | 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 |
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S-MATH-049 | Authorized |