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MAS2021

Probability theory

4 points * First semester * Clayton * Prerequisites: one of MAT1020, MAT1372 and MAT1812 * Prohibitions: GAS2713

Objectives On the completion of this subject students will be able to apply combinatorial principles; calculate probabilities; use generating functions to find probability distributions; deal with random walk problems.

Synopsis Counting techniques. Combinations of events. Probability generating functions and their applications. The classical gambler's ruin problem. Introduction to Markov chains.

Assessment Examinations (1.5 hours): 90% * Assignments: 10%

Recommended texts

Feller W An introduction to probability theory and its applications, vol. 1, 3rd edn, Wiley, 1968


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