Learning objectives
The aim of the course consists in providing students with the basic concepts of measure and probability theory.
Prerequisites
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Course unit content
An overview on measure theory with particular attention to the Lebesgue measure.
2. Probabilities on a finite or countable space; random variables, independent random variables; probability distributions on R and on R^N, gaussian random variables; the laws of large numbers; the central limit theorem; martingales.
Full programme
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Bibliography
J. Jacod, P. Protter, Probability essentials, Springer Verlag, 2003.
Teaching methods
Lectures.
Assessment methods and criteria
Oral examination.
Other information
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