PROBABILITY

PROBABILITY

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iten
Code
87081
ACADEMIC YEAR
2018/2019
CREDITS
8 credits during the 2nd year of 8766 Mathematical Statistics and Data Management (L-35) GENOVA

8 credits during the 3nd year of 8760 Mathematics (L-35) GENOVA

SCIENTIFIC DISCIPLINARY SECTOR
MAT/06
TEACHING LOCATION
GENOVA (Mathematical Statistics and Data Management)
semester
1° Semester
Prerequisites
Teaching materials

AIMS AND CONTENT

LEARNING OUTCOMES

Introduction to modeling of random phenomena.

SYLLABUS/CONTENT

Introduction of probability: assiomatic costruction of probabiloty spaces. Concept of independence, conditional probability. Bayes Theorem. Random variables: distribution function, expectation, variance (Bernoulli, Binomiale, Geometrica, Binomiale Negativa, Ipergeometrica, Normale, Uniforme, Cauchy, Esponenziale, Gamma, Chi-Quadro, t di Student,...). Markov and Chebychev inequalities. Random vectors. Characteristic functions. Convergence definitions and theorems. Law of large numbers and Central limit theorem. Stochastic simulation.

 

RECOMMENDED READING/BIBLIOGRAPHY

K. L. Chung, A Course in probability Theory

J. Jacod, P. Protter, Probability Essentials

TEACHERS AND EXAM BOARD

Ricevimento: Thursday: 14.00-15.30, office 836,  or by arrangement made by email.

Exam Board

VERONICA UMANITA' (President)

EMANUELA SASSO (President)

ERNESTO DE VITO

LESSONS

LESSONS START

The class will start according to the academic calendar.

EXAMS

Exam description

The exam consists of a written test and an oral exam.