| Enquiry for Science Major/Minor/Programme Requirements |
| MATH3603 Probability theory (6 credits) | Academic Year | 2025 | |||||||||||||||||
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| Offering Department | Mathematics | Quota | --- | ||||||||||||||||
| Course Co-ordinator | Prof Z Bao, Mathematics < zgbao@hku.hk > | ||||||||||||||||||
| Teachers Involved | (Prof Z Bao,Mathematics) | ||||||||||||||||||
| Course Objectives | The emphasis of this course will be on probability models and their applications. The primary aim is to elucidate the fundamental principles of probability theory through examples and to develop the ability of the students to apply what they have learned from this course to widely divergent concrete problems. | ||||||||||||||||||
| Course Contents & Topics | -Basic probability theory: random variable, discrete and continuous probability distributions, expectation, variance, moment generating function, strong law of large numbers, central limit theorem. -Conditional probability theory: conditional probability, Bayes theorem, conditional expectation, conditional variance, compound random variable, Polya's urn model, Bose-Einstein statistics. -Markov chain theory: concepts of states and transition probability, irreducibility, stationary distribution, limiting probabilities, reversibility, hidden Markov chain, applications in marketing and genetic problems, branching process, Markov decision process. -Poisson process and reliability theory: exponential distribution, memoryless property, Poisson process, concepts of reliability, applications to server queue problems. |
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| Course Learning Outcomes |
On successful completion of this course, students should be able to:
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| Pre-requisites (and Co-requisites and Impermissible combinations) |
Pass in (MATH2101 and MATH2211) or MATH2014 or (MATH1821 and MATH2822) | ||||||||||||||||||
| Course Status with Related Major/Minor /Professional Core |
2025 Major in Mathematics (
Disciplinary Elective
) 2025 Major in Mathematics (Intensive) ( Core/Compulsory ) 2025 Minor in Computational & Financial Mathematics ( Disciplinary Elective ) 2025 Minor in Mathematics ( Disciplinary Elective ) 2024 Major in Mathematics ( Disciplinary Elective ) 2024 Major in Mathematics (Intensive) ( Core/Compulsory ) 2024 Minor in Computational & Financial Mathematics ( Disciplinary Elective ) 2024 Minor in Mathematics ( Disciplinary Elective ) 2023 Major in Mathematics ( Disciplinary Elective ) 2023 Major in Mathematics (Intensive) ( Core/Compulsory ) 2023 Minor in Computational & Financial Mathematics ( Disciplinary Elective ) 2023 Minor in Mathematics ( Disciplinary Elective ) 2022 Major in Mathematics ( Disciplinary Elective ) 2022 Major in Mathematics (Intensive) ( Core/Compulsory ) 2022 Minor in Computational & Financial Mathematics ( Disciplinary Elective ) 2022 Minor in Mathematics ( Disciplinary Elective ) 2021 Major in Mathematics ( Disciplinary Elective ) 2021 Major in Mathematics (Intensive) ( Core/Compulsory ) 2021 Minor in Computational & Financial Mathematics ( Disciplinary Elective ) 2021 Minor in Mathematics ( Disciplinary Elective ) |
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| Course to PLO Mapping |
2025 Major in Mathematics < PLO 1,2,3 >
2025 Major in Mathematics (Intensive) < PLO 1,2,3 > 2024 Major in Mathematics < PLO 1,2,3 > 2024 Major in Mathematics (Intensive) < PLO 1,2,3 > 2023 Major in Mathematics < PLO 1,2,3 > 2023 Major in Mathematics (Intensive) < PLO 1,2,3 > 2022 Major in Mathematics < PLO 1,2,3 > 2022 Major in Mathematics (Intensive) < PLO 1,2,3 > 2021 Major in Mathematics < PLO 1,2,3 > 2021 Major in Mathematics (Intensive) < PLO 1,2,3 > |
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| Offer in 2025 - 2026 | Y 2nd sem | Examination | May | ||||||||||||||||
| Offer in 2026 - 2027 | Y | ||||||||||||||||||
| Course Grade | A+ to F | ||||||||||||||||||
| Grade Descriptors |
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| Communication-intensive Course | N | ||||||||||||||||||
| Course Type | Lecture-based course | ||||||||||||||||||
| Course Teaching & Learning Activities |
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| Assessment Methods and Weighting |
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| Required/recommended reading and online materials |
S.M. Ross: Introduction to Probability Models (Academic Press, 2007, 9th ed.) | ||||||||||||||||||
| Course Website | http://moodle.hku.hk/ | ||||||||||||||||||
| Additional Course Information | |||||||||||||||||||
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