Study programme 2021-2022Français
Probability and Statistics Project III (List A)
Programme component of Master's in Mathematics à la Faculty of Science

CodeTypeHead of UE Department’s
contact details
Teacher(s)
US-M1-SCMATH-007-MOptional UEGROSSE-ERDMANN KarlS844 - Probabilité et statistique
  • GROSSE-ERDMANN Karl

Language
of instruction
Language
of assessment
HT(*) HTPE(*) HTPS(*) HR(*) HD(*) CreditsWeighting Term
  • Français
Français30090001212.00Full academic year

AA CodeTeaching Activity (AA) HT(*) HTPE(*) HTPS(*) HR(*) HD(*) Term Weighting
S-MATH-049Probability and Statistics Project III3009000A100.00%
Programme component

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

  • Written examination

Q1 UE Assessment Comments

Not applicable

Type of Assessment for UE in Q2

  • Presentation and/or works

Q2 UE Assessment Comments

There is also a small test on the presentations

Type of Assessment for UE in Q3

  • Oral examination

Q3 UE Assessment Comments

Not applicable

Type of Resit Assessment for UE in Q1 (BAB1)

  • N/A

Q1 UE Resit Assessment Comments (BAB1)

Not applicable

Type of Teaching Activity/Activities

AAType of Teaching Activity/Activities
S-MATH-049
  • Cours magistraux
  • Préparations, travaux, recherches d'information

Mode of delivery

AAMode of delivery
S-MATH-049
  • Mixed

Required Reading

AA
S-MATH-049

Required Learning Resources/Tools

AARequired Learning Resources/Tools
S-MATH-049Exercise sheets

 

Recommended Reading

AA
S-MATH-049

Recommended Learning Resources/Tools

AARecommended Learning Resources/Tools
S-MATH-049Not applicable

Other Recommended Reading

AAOther Recommended Reading
S-MATH-049Dominique 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

AAGrade Deferrals of AAs from one year to the next
S-MATH-049Authorized
(*) HT : Hours of theory - HTPE : Hours of in-class exercices - HTPS : hours of practical work - HD : HMiscellaneous time - HR : Hours of remedial classes. - Per. (Period), Y=Year, Q1=1st term et Q2=2nd term
Date de génération : 01/10/2021
20, place du Parc, B7000 Mons - Belgique
Tél: +32 (0)65 373111
Courriel: info.mons@umons.ac.be