![]() | Study programme | Français | |
![]() | Probability and Statistics Project III (List A) | ||
Programme component of Master's Degree in Mathematics à la Faculty of Science |
Code | Type | Head of UE | Department’s contact details | Teacher(s) |
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US-M1-SCMATH-007-M | Optional UE | GROSSE-ERDMANN Karl | S844 - Probabilité et statistique |
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Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Credits | Weighting | Term |
---|---|---|---|---|---|---|---|---|---|
| Français | 30 | 0 | 90 | 0 | 0 | 12.00 | 100.00 |
AA Code | Teaching Activity (AA) | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term | Weighting |
---|---|---|---|---|---|---|---|---|
S-MATH-049 | Probability and Statistics Project III | 30 | 0 | 90 | 0 | 0 | A | 100.00% |
Unité d'enseignement |
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Objectives of Programme's Learning Outcomes
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
- Introduction to the statistics software R
Prior Experience
Good knowledge of the courses Probability and Statistics I and II
Type of Assessment for UE in Q1
Q1 UE Assessment Comments
Not applicable
Type of Assessment for UE in Q2
Q2 UE Assessment Comments
There is also a small test on the presentations
Type of Assessment for UE in Q3
Q3 UE Assessment Comments
Not applicable
Q1 UE Resit Assessment Comments (BAB1)
Not applicable
Type of Teaching Activity/Activities
AA | Type of Teaching Activity/Activities |
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S-MATH-049 |
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Mode of delivery
AA | Mode of delivery |
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S-MATH-049 |
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Required Reading
AA | |
---|---|
S-MATH-049 |
Required Learning Resources/Tools
AA | Required Learning Resources/Tools |
---|---|
S-MATH-049 | Not applicable |
Recommended Reading
AA | |
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S-MATH-049 |
Recommended Learning Resources/Tools
AA | Recommended Learning Resources/Tools |
---|---|
S-MATH-049 | Not applicable |
Other Recommended Reading
AA | Other Recommended Reading |
---|---|
S-MATH-049 | 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 Pierre-André Cornillon, François Husson, Nicolas Jégou et Eric Matzner-Lober : Statistiques avec R |
Grade Deferrals of AAs from one year to the next
AA | Grade Deferrals of AAs from one year to the next |
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S-MATH-049 | Autorisé |