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MATH30370

Academic Year 2024/2025

Markov Chains (MATH30370)

Subject:
Mathematics
College:
Science
School:
Mathematics & Statistics
Level:
3 (Degree)
Credits:
5
Module Coordinator:
Professor Neil O'Connell
Trimester:
Spring
Mode of Delivery:
On Campus
Internship Module:
No
How will I be graded?
Letter grades

Curricular information is subject to change.

An introductory course on Markov chains

About this Module

Learning Outcomes:

Knowledge and understanding of the subject

Indicative Module Content:

Definition and examples; Markov property; transition probabilities; hitting times; recurrence and transience; harmonic functions and martingales; invariant distributions; reversible Markov chains; convergence to equilibrium.

Student Effort Hours:
Student Effort Type Hours
Lectures

30
Tutorial

6
Autonomous Student Learning

70
Total

106

Approaches to Teaching and Learning:
Lectures, tutorials, homework assignments

Requirements, Exclusions and Recommendations

Not applicable to this module.


Module Requisites and Incompatibles
Pre-requisite:
MATH10120 - Linear Algebra Apps to Econ, MATH10130 - Intro to Analysis (E&F), MATH10320 - Mathematical Analysis, MATH10340 - Linear Algebra 1 (MPS), STAT20110 - Introduction to Probability, STAT20110 - Introduction to Probability

Additional Information:
DN200 students: MATH10320, MATH10340 and STAT20110 E&F students: MATH10130, MATH10120 and STAT20110


 

Assessment Strategy
Description Timing Component Scale Must Pass Component % of Final Grade In Module Component Repeat Offered
Exam (In-person): Final exam End of trimester
Duration:
2 hr(s)
 Standard conversion grade scale 40% No
85
 No
Exam (In-person): Midterm Week 7 Standard conversion grade scale 40% No
15
 No

Carry forward of passed components
Yes
 

Resit In Terminal Exam
Autumn Yes - 2 Hour
Please see Student Jargon Buster for more information about remediation types and timing. 

Feedback Strategy/Strategies

• Group/class feedback, post-assessment

How will my Feedback be Delivered?

Not yet recorded.

Timetabling information is displayed only for guidance purposes, relates to the current Academic Year only and is subject to change.
Spring Lecture Offering 1 Week(s) - 20, 21, 22, 23, 24, 25, 26, 29, 30, 31, 32, 33 Thurs 09:00 - 10:50
Spring Lecture Offering 1 Week(s) - 20, 21, 22, 23, 24, 25, 26, 29, 30, 31, 32, 33 Tues 10:00 - 10:50
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