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Università degli Studi di Parma Università degli Studi di Parma
Degree course in
Mathematics
Università degli Studi di Parma
Department of Mathematical, Physical and Computer Sciences

ELEMENTS OF PROBABILITY
cod. 13473

Academic year 2011/12
3° year of course - Second semester
Professor
Academic discipline
Probabilità e statistica matematica (MAT/06)
Field
Formazione modellistico-applicativa
Type of training activity
Characterising
72 hours
of face-to-face activities
9 credits
hub:
course unit
in - - -
lectures timetable unavailable
exam calls
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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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