- Class Number 2533
- Term Code 2930
- Class Info
- Unit Value 6 units
- Mode of Delivery In Person
- Dr Jan Rozendaal
- Class Dates
- Class Start Date 25/02/2019
- Class End Date 31/05/2019
- Census Date 31/03/2019
- Last Date to Enrol 04/03/2019
- Michael Howes
- Wen Qi Zhang
The course introduces probability theory, including probability spaces, random variables, conditional probability and independence, limit theorems, and Markov chains, with an introduction to Brownian motion. The course will provide students with a solid theoretical foundation for probability theory, as well as describing describing some practical applications of probability in information theory and option pricing.
The course will provide a sound foundation to progress to MATH3015 (Mathematics of Finance), as well as other honours and post-graduate courses emphasizing the theory of mathematical finance and stochastic analysis.
Note: This is an HPC.
Upon successful completion, students will have the knowledge and skills to:On satisfying the requirements of this course, students will have the knowledge and skills to:
1. Understand and use fundamental concepts of probability theory
2. Demonstrate accurate and efficient use of probability theory techniques, including limiting processes
3. Solve problems using probabilistic methods and ideas
4. Demonstrate capacity for mathematical reasoning through analyzing, proving and explaining concepts from probability theory
Additional Course Costs
None. Obtaining the textbook is highly recommended but not obligatory.
Stochastics, 2nd revised and extended edition, by Hans-Otto Georgii, de Gruyter, 2013. ISBN 978-3-11-029254-1.
Students will be given feedback in the following forms in this course:
- written comments
- verbal comments
- feedback to whole class, groups, individuals, focus group etc
ANU is committed to the demonstration of educational excellence and regularly seeks feedback from students. Students are encouraged to offer feedback directly to their Course Convener or through their College and Course representatives (if applicable). The feedback given in these surveys is anonymous and provides the Colleges, University Education Committee and Academic Board with opportunities to recognise excellent teaching, and opportunities for improvement. The Surveys and Evaluation website provides more information on student surveys at ANU and reports on the feedback provided on ANU courses.
|Week/Session||Summary of Activities||Assessment|
|1||Foundations of probability theory||Schedule is subject to change|
|2||Foundations of probability theory, standard probability distributions|
|3||Standard probability distributions, conditional probability and independence|
|4||Conditional probability and independence|
|5||Conditional probability and independence, expectation and variance|
|6||Expectation and variance|
|7||Expectation and variance, limit theorems|
|10||Limit theorems, Markov chains|
|12||Markov chains, Brownian motion|
|Assessment task||Value||Due Date||Return of assessment||Learning Outcomes|
|Homework assignments||30 %||15/03/2019||30/06/2019||1,2,3,4|
|Mid-semester exam||25 %||04/04/2019||26/04/2019||1,2,3,4|
|End-of-semester exam||40 %||06/06/2019||04/07/2019||1,2,3,4|
|Workshop participation||5 %||25/02/2019||30/06/2019||1,2,3,4|
* If the Due Date and Return of Assessment date are blank, see the Assessment Tab for specific Assessment Task details
ANU has educational policies, procedures and guidelines, which are designed to ensure that staff and students are aware of the University’s academic standards, and implement them. Students are expected to have read the Academic Misconduct Rule before the commencement of their course. Other key policies and guidelines include:
The ANU is using Turnitin to enhance student citation and referencing techniques, and to assess assignment submissions as a component of the University's approach to managing Academic Integrity. For additional information regarding Turnitin please visit the ANU Online website. In rare cases where online submission using Turnitin software is not technically possible; or where not using Turnitin software has been justified by the Course Convener and approved by the Associate Dean (Education) on the basis of the teaching model being employed; students shall submit assessment online via ‘Wattle’ outside of Turnitin, or failing that in hard copy, or through a combination of submission methods as approved by the Associate Dean (Education). The submission method is detailed below.
Moderation of Assessment
Marks that are allocated during Semester are to be considered provisional until formalised by the College examiners meeting at the end of each Semester. If appropriate, some moderation of marks might be applied prior to final results being released.
Participation in workshops
Mid-semester and end-of-semester examination
The date range in the Assessment Summary indicates the start of the end of semester exam period and the date official end of semester results are released on ISIS. Please check the ANU final Examination Timetable http://www.anu.edu.au/students/program-administration/assessments-exams/examination-timetable to confirm the date, time and location exam.
Assessment Task 1
Learning Outcomes: 1,2,3,4
5 homework assignments, each worth 6%. Deadlines for assignments will be communicated at least two weeks before the deadline.
The date range for these tasks indicates the approximate due date for the first assignment, and the approximate return date for the last assignment. There are 5 assignments due over the semester. It is intended that the marked assignments will be returned within 7 days after submission. Further details can be found on the Course Wattle site.
Assessment Task 2
Learning Outcomes: 1,2,3,4
The date range is a general indication of when the mid-semester exam will be held. Please check the course Wattle site and the ANU Examination Timetable to confirm the date, time and location of the exam.
Assessment Task 3
Learning Outcomes: 1,2,3,4
The date range in the Assessment Summary indicates the start of the end of semester exam period and the date official end of semester results are released on ISIS. Please check the ANU final Examination Timetable http://www.anu.edu.au/students/program-administration/assessments-exams/examination-timetable to confirm the date, time and location of the exam.
Assessment Task 4
Learning Outcomes: 1,2,3,4
You will be assessed based on your participation in the weekly workshops. Students are expected to contribute on an on-going basis throughout the semester. The date range for this task comprises the start of the semester and the date final results are published on ISIS.
Academic integrity is a core part of our culture as a community of scholars. At its heart, academic integrity is about behaving ethically. This means that all members of the community commit to honest and responsible scholarly practice and to upholding these values with respect and fairness. The Australian National University commits to embedding the values of academic integrity in our teaching and learning. We ensure that all members of our community understand how to engage in academic work in ways that are consistent with, and actively support academic integrity. The ANU expects staff and students to uphold high standards of academic integrity and act ethically and honestly, to ensure the quality and value of the qualification that you will graduate with. The University has policies and procedures in place to promote academic integrity and manage academic misconduct. Visit the following Academic honesty & plagiarism website for more information about academic integrity and what the ANU considers academic misconduct. The ANU offers a number of services to assist students with their assignments, examinations, and other learning activities. The Academic Skills and Learning Centre offers a number of workshops and seminars that you may find useful for your studies.
You will be required to electronically sign a declaration as part of the submission of your assignment. Please keep a copy of the assignment for your records. Unless an exemption has been approved by the Associate Dean (Education) submission must be through Turnitin.
For some forms of assessment (hand written assignments, art works, laboratory notes, etc.) hard copy submission is appropriate when approved by the Associate Dean (Education). Hard copy submissions must utilise the Assignment Cover Sheet. Please keep a copy of tasks completed for your records.
Individual assessment tasks may or may not allow for late submission. Policy regarding late submission is detailed below:
- Late submission permitted. Late submission of assessment tasks without an extension are penalised at the rate of 5% of the possible marks available per working day or part thereof. Late submission of assessment tasks is not accepted after 7 working days after the due date, or on or after the date specified in the course outline for the return of the assessment item. Late submission is not accepted for take-home examinations.
Accepted academic practice for referencing sources that you use in presentations can be found via the links on the Wattle site, under the file named “ANU and College Policies, Program Information, Student Support Services and Assessment”. Alternatively, you can seek help through the Students Learning Development website.
It is intended that the marked assignments will be returned within 7 days after submission
Extensions and Penalties
Extensions and late submission of assessment pieces are covered by the Student Assessment (Coursework) Policy and Procedure. The Course Convener may grant extensions for assessment pieces that are not examinations or take-home examinations. If you need an extension, you must request an extension in writing on or before the due date. If you have documented and appropriate medical evidence that demonstrates you were not able to request an extension on or before the due date, you may be able to request it after the due date.
Distribution of grades policy
Academic Quality Assurance Committee monitors the performance of students, including attrition, further study and employment rates and grade distribution, and College reports on quality assurance processes for assessment activities, including alignment with national and international disciplinary and interdisciplinary standards, as well as qualification type learning outcomes.
Since first semester 1994, ANU uses a grading scale for all courses. This grading scale is used by all academic areas of the University.
Support for students
The University offers students support through several different services. You may contact the services listed below directly or seek advice from your Course Convener, Student Administrators, or your College and Course representatives (if applicable).
- ANU Health, safety & wellbeing for medical services, counselling, mental health and spiritual support
- ANU Diversity and inclusion for students with a disability or ongoing or chronic illness
- ANU Dean of Students for confidential, impartial advice and help to resolve problems between students and the academic or administrative areas of the University
- ANU Academic Skills and Learning Centre supports you make your own decisions about how you learn and manage your workload.
- ANU Counselling Centre promotes, supports and enhances mental health and wellbeing within the University student community.
- ANUSA supports and represents undergraduate and ANU College students
- PARSA supports and represents postgraduate and research students
Microlocal analysis, harmonic analysis, partial differential equations, functional analysis
Dr Jan Rozendaal