University Course Planner The University of Adelaide Australia

APP MTH 3001 - Applied Probability III

Career: Undergraduate
Units: 3
Term: 3810
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 2103 or (MATHS 2201 and MATHS 2202)
Assumed Knowledge: Knowledge of Markov Chains such as would be obtained from MATHS 2103
Assessment: Ongoing assessment, exam

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

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Study Abroad student tuition fees available here

Only some Postgraduate Coursework programs are available as Commonwealth Supported. Please check your program for specific fee information

  Commonwealth Supported Student Contribution
Tuition Fees
Units EFTSL Pre-2010 2010 Onwards Domestic International
3 0.125 Band 2 $1,169 Band 2 $1,169 select program select program

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
3810 Mon 12/03/2018 Sat 31/03/2018 Fri 04/05/2018 Fri 08/06/2018

Class Details

Enrolment Class: Lecture
Class Nbr Section Size Available Dates Days Time Location
14234 LE01 60 28 26 Feb - 26 Mar Monday 3pm - 4pm Engineering Sth, S111, Teaching Room
27 Feb - 27 Mar Tuesday 3pm - 4pm Barr Smith South, 534, Forum Lecture Theatre
2 Mar - 30 Mar Friday 3pm - 4pm Lower Napier, LG28, Lecture Theatre
16 Apr - 4 Jun Monday 3pm - 4pm Engineering Sth, S111, Teaching Room
17 Apr - 5 Jun Tuesday 3pm - 4pm Barr Smith South, 534, Forum Lecture Theatre
20 Apr - 8 Jun Friday 3pm - 4pm Lower Napier, LG28, Lecture Theatre