Study programme 20232024  Français  
Probability and Statistics Project III (List A)  
Programme component of Master's in Mathematics (MONS) (day schedule) à la Faculty of Science 
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
UE Content: description and pedagogical relevance
 Theory of martingales
 Theory of Markov chains
Prior Experience
Good knowledge of the courses Probability and Statistics I and II
Type of Teaching Activity/Activities
AA  Type of Teaching Activity/Activities 

SMATH049 

Mode of delivery
AA  Mode of delivery 

SMATH049 

Required Learning Resources/Tools
AA  Required Learning Resources/Tools 

SMATH049  Exercise sheets 
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 
Term 1 Assessment  type
AA  Type(s) and mode(s) of Q1 assessment 

SMATH049 

Term 1 Assessment  comments
AA  Term 1 Assessment  comments 

SMATH049  Not applicable 
Resit Assessment  Term 1 (B1BA1)  type
AA  Type(s) and mode(s) of Q1 resit assessment (BAB1) 

SMATH049 

Term 2 Assessment  type
AA  Type(s) and mode(s) of Q2 assessment 

SMATH049 

Term 2 Assessment  comments
AA  Term 2 Assessment  comments 

SMATH049  Not applicable 
Term 3 Assessment  type
AA  Type(s) and mode(s) of Q3 assessment 

SMATH049 

Term 3 Assessment  comments
AA  Term 3 Assessment  comments 

SMATH049  Not applicable 