University Course Planner The University of Adelaide Australia

APP MTH 3001 - Applied Probability III

Career: Undergraduate
Units: 3
Term: Semester 1
Campus: North Terrace
Contact: Up to 3 hours per week
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 30%, exam 70%
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 analyzing 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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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 $1,131 Band 2 $1,131 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
Semester 1 Mon 13/03/2017 Fri 31/03/2017 Fri 05/05/2017 Fri 09/06/2017


Class Details

Enrolment Class: Lecture
Class Nbr Section Size Available Dates Days Time Location
13908 LE01 60 12 27 Feb - 3 Apr Monday 10am - 11am Mawson, 134, Sprigg Room
28 Feb - 4 Apr Tuesday 9am - 10am Napier, 209, Lecture Theatre
1 Mar - 5 Apr Wednesday 10am - 11am Barr Smith South, 3022, Polygon Lecture Theatre
24 Apr - 5 Jun Monday 10am - 11am Mawson, 134, Sprigg Room
25 Apr - 6 Jun Tuesday 9am - 10am Napier, 209, Lecture Theatre
26 Apr - 7 Jun Wednesday 10am - 11am Barr Smith South, 3022, Polygon Lecture Theatre