**Module code:**MA4F7**Module name:**Brownian Motion**Department:**Mathematics Institute**Credit:**15

Content and teaching | Assessment | Availability

## Module content and teaching

###### Principal aims

"Brownian motion was originally the description given in physics for the random erratic movement of molecules. In 1905 Einstein made a detailed study in which he postulated certain properties should hold. In 1923 mathematical Brownian motion was born when a famous mathematician, Norbert Wiener, showed how to construct a random function W(t) giving the molecules ""position"" at time $t$ which had Einstein's properties. We will investigate methods of constructing such random functions. It turns out the Gaussian distribution is essential - it is impossible to do with any other distribution. "

###### Departmental link

http://go.warwick.ac.uk/MA4F7/

###### Other essential notes

Prerequisites: At least one of ST318 Probability Theory, MA359 Measure Theory.

## Module assessment

Assessment group | Assessment name | Percentage |
---|---|---|

15 CATS (Module code: MA4F7-15) | ||

B (Examination only) | Examination - Main Summer Exam Period (weeks 4-9) | 100% |

## Module availability

This module is available on the following courses:

###### Core

N/A

###### Optional Core

N/A

###### Optional

- Undergraduate Mathematics (MMath) (G103) - Year 3
- Undergraduate Mathematics (MMath) (G103) - Year 4
- Undergraduate Master of Mathematics (with Intercalated Year) (G105) - Year 3
- Undergraduate Master of Mathematics (with Intercalated Year) (G105) - Year 4
- Undergraduate Master of Mathematics (with Intercalated Year) (G105) - Year 5
- Undergraduate Mathematics (MMath) with Study in Europe (G106) - Year 4
- Postgraduate Taught Mathematics (G1P0) - Year 2
- Postgraduate Taught Mathematics (Diploma plus MSc) (G1PC) - Year 2
- Postgraduate Taught Interdisciplinary Mathematics (Diploma plus MSc) (G1PD) - Year 2
- Undergraduate Discrete Mathematics (G4G3) - Year 4