Probability

Description

This course will cover the following topics:

  • Foundations
  • Conditioning and independence
  • Random variables and their laws
  • Important special distributions
  • Convergence and related concepts
  • Sequences of independent random variables
  • Conditional expectation and martingales
  • Martingale limit theorems and applications
  • Poisson processes
  • Markov chains in discrete and continuous time
  • Ergodicity
  • Elements of renewal theory and applications
  • Simulation
  • MCMC and applications
  • Brownian motion
  • Simple stochastic differential equations

Teaching staff for 2011-2012

Name Department University
Professor Sergey Foss Actuarial Mathematics & Statistics Heriot-Watt University
Dr Terence Chan Actuarial Mathematics & Statistics Heriot-Watt University
Dr James Cruise Actuarial Mathematics & Statistics Heriot-Watt University
Professor Istvan Gyongy Mathematics University of Edinburgh
Dr Seva Shneer Actuarial Mathematics & Statistics Heriot-Watt University
Dr Andrew Wade Mathematics and Statistics University of Strathclyde

^ top of page

Site Map