APP MTH 3001 - Applied Probability III
Career: | Undergraduate |
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Units: | 3 |
Term: | 3610 |
Campus: | North Terrace |
Contact: | Up to 3 hours per week |
Available for Study Abroad and Exchange: | Yes |
Available for Non-Award Study: | Yes |
Pre-Requisite: | (MATHS 1012 and MATHS 2103) or (MATHS 2201 and MATHS 2202) or (MATHS 2106 and MATHS 2107) |
Assumed Knowledge: | Knowledge of Markov Chains such as would be obtained from MATHS 2103 |
Assessment: | Ongoing assessment, exam |
Syllabus: |
Many processes in the real world involve some random variation superimposed on a deterministic structure. For example, the experiment of flipping a coin is best studied by treating the outcome as a random one. Mathematical probability has its origins in games of chance with dice and cards, from the fifteenth and sixteenth centuries. This course aims to provide a basic tool kit for modelling and analysing discrete-time problems in which there is a significant probabilistic component. We will consider Markov chain examples in the course including population branching processes (with application to genetics), random walks (with application to games), and more general discrete time examples using Martingales. Topics covered are: basic probability and measure theory, discrete time Markov chains, hitting probabilities and hitting time theorems, population branching processes, homogeneous random walks on the line, solidarity properties and communicating classes, necessary and sufficient conditions for transience and positive recurrence, global balance, partial balance, reversibility, Martingales, stopping times and stopping theorems with a link to Brownian motion. |
Course Fees
Study Abroad student tuition fees are available here
Only some Postgraduate Coursework programs are available as Commonwealth Supported. Please check your program for specific fee information.
The fees displayed below for international students are for students commencing a program in 2024 only. International students who commenced a program in 2023 or prior can find their fee here.
EFTSL | |||
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0.125 |
Course Outline
A Course Outline which includes Learning Outcomes, Learning Resources, Learning & Teaching for this course may be accessed here
Critical Dates
Term | Last Day to Add Online | Census Date | Last Day to WNF | Last Day to WF |
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3610 | Mon 14/03/2016 | Thu 31/03/2016 | Fri 06/05/2016 | Fri 10/06/2016 |
Class Details
Enrolment Class: Lecture | |||||||
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Class Nbr | Section | Size | Available | Dates | Days | Time | Location |
13926 | LE01 | 34 | 4 | 2 Mar - 6 Apr | Wednesday | 11am - 12pm | Engineering & Mathematics, EMG06, Teaching Room |
3 Mar - 7 Apr | Thursday | 2pm - 3pm | Engineering & Mathematics, EMG06, Teaching Room | ||||
4 Mar - 8 Apr | Friday | 2pm - 3pm | Lower Napier, LG28, Lecture Theatre | ||||
27 Apr - 8 Jun | Wednesday | 11am - 12pm | Engineering & Mathematics, EMG06, Teaching Room | ||||
28 Apr - 9 Jun | Thursday | 2pm - 3pm | Engineering & Mathematics, EMG06, Teaching Room | ||||
29 Apr - 10 Jun | Friday | 2pm - 3pm | Lower Napier, LG28, Lecture Theatre |