MAT2211

Simulation and probability modelling

Coordinator: Dr Michael Reeder

4 points
* Two 1-hour lectures per week
* First semester
* Clayton
* Prerequisites: MAT1010 or MAT1050
* Prohibitions: GAS2713, MAS2021, MAT2216

Objectives On the completion of this subject students will be able to apply combinatorial principles; calculate probabilities; deal with random walk problems; formulate probability models; use simulation to study random systems.

Synopsis Counting techniques. Combinations of events. Random number generation. Simulation. The classical gambler's ruin problem. Introduction to Markov chains.

Assessment Examination (2 hours): 80%
* Assignments: 20%

Recommended texts

Ross S M Introduction to probability models 4th edn, Academic, 1989