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## MA20225: Probability 2B

Owning Department/School: Department of Mathematical Sciences
Credits: 6
Level: Intermediate (FHEQ level 5)
Period: Semester 2
Assessment Summary: EX 100%
Assessment Detail:
• Examination (EX 100%)
Supplementary Assessment: MA20225 Mandatory extra work (where allowed by programme regulations)
Requisites: Before taking this module you must take MA20224
Description: Aims:
To present a formal description of Markov chains and Markov processes, their qualitative properties and ergodic theory. To apply results in modelling real life phenomena, such as biological processes, queuing systems, renewal problems and machine repair problems.

Learning Outcomes:
After taking this unit, students should be able to:
* Classify the states of a Markov chain;
* Find hitting probabilities, expected hitting times and invariant distributions;
* Calculate waiting time distributions, transition probabilities and limiting behaviour of various Markov processes.

Skills:
Numeracy T/F A
Problem Solving T/F A
Written and Spoken Communication F (in tutorials).

Content:
Markov chains with discrete states in discrete time: Examples, including random walks. The Markov 'memorylessness' property,
P-matrices, n-step transition probabilities, hitting probabilities, expected hitting times, classification of states, renewal theorem, invariant distributions, symmetrizability and ergodic theorems.
Markov processes with discrete states in continuous time: Examples, including Poisson processes, birth & death processes and various types of Markovian queues. Q-matrices, waiting time distributions, equilibrium distributions and ergodicity.
Programme availability:

#### MA20225 is Compulsory on the following programmes:

Department of Mathematical Sciences
• USMA-AFB01 : BSc(Hons) Mathematics and Statistics (Year 2)
• USMA-AAB02 : BSc(Hons) Mathematics and Statistics with Study year abroad (Year 2)
• USMA-AKB02 : BSc(Hons) Mathematics and Statistics with Year long work placement (Year 2)
• USMA-AFB05 : BSc(Hons) Statistics (Year 2)
• USMA-AAB06 : BSc(Hons) Statistics with Study year abroad (Year 2)
• USMA-AKB06 : BSc(Hons) Statistics with Year long work placement (Year 2)

#### MA20225 is Optional on the following programmes:

Department of Mathematical Sciences
• USMA-AFB15 : BSc(Hons) Mathematical Sciences (Year 2)
• USMA-AFB15 : BSc(Hons) Mathematical Sciences (Year 3)
• USMA-AAB16 : BSc(Hons) Mathematical Sciences with Study year abroad (Year 2)
• USMA-AAB16 : BSc(Hons) Mathematical Sciences with Study year abroad (Year 4)
• USMA-AKB16 : BSc(Hons) Mathematical Sciences with Year long work placement (Year 2)
• USMA-AKB16 : BSc(Hons) Mathematical Sciences with Year long work placement (Year 4)
• USMA-AFB13 : BSc(Hons) Mathematics (Year 2)
• USMA-AFB13 : BSc(Hons) Mathematics (Year 3)
• USMA-AAB14 : BSc(Hons) Mathematics with Study year abroad (Year 2)
• USMA-AAB14 : BSc(Hons) Mathematics with Study year abroad (Year 4)
• USMA-AKB14 : BSc(Hons) Mathematics with Year long work placement (Year 2)
• USMA-AKB14 : BSc(Hons) Mathematics with Year long work placement (Year 4)
• USMA-AFM14 : MMath(Hons) Mathematics (Year 2)
• USMA-AFM14 : MMath(Hons) Mathematics (Year 3)
• USMA-AAM15 : MMath(Hons) Mathematics with Study year abroad (Year 2)
• USMA-AKM15 : MMath(Hons) Mathematics with Year long work placement (Year 2)
• USMA-AKM15 : MMath(Hons) Mathematics with Year long work placement (Year 4)

Notes:
* This unit catalogue is applicable for the 2015/16 academic year only. Students continuing their studies into 2016/17 and beyond should not assume that this unit will be available in future years in the format displayed here for 2015/16.
* Programmes and units are subject to change at any time, in accordance with normal University procedures.
* Availability of units will be subject to constraints such as staff availability, minimum and maximum group sizes, and timetabling factors as well as a student's ability to meet any pre-requisite rules.