PROBABILITY

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Code
87081
ACADEMIC YEAR
2020/2021
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
Prerequisites (for future units)
This unit is a prerequisite for:
  • Mathematical Statistics and Data Management 8766 (coorte 2019/2020)
  • MATHEMATICAL STATISTICS 52503
  • STOCHASTIC PROCESSES 57320
  • Mathematical Statistics and Data Management 8766 (coorte 2018/2019)
  • MATHEMATICAL STATISTICS 52503
  • STOCHASTIC PROCESSES 57320
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

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

Exam Board

EMANUELA SASSO (President)

ERNESTO DE VITO

VERONICA UMANITA' (President Substitute)

LESSONS

LESSONS START

The class will start according to the academic calendar.

Class schedule

All class schedules are posted on the EasyAcademy portal.

EXAMS

EXAM DESCRIPTION

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

Exam schedule

Date Time Location Type Notes
19/01/2021 09:30 GENOVA Scritto
15/02/2021 09:30 GENOVA Scritto
09/06/2021 09:30 GENOVA Scritto
12/07/2021 09:30 GENOVA Scritto
01/09/2021 09:30 GENOVA Scritto