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Università degli Studi di Parma Università degli Studi di Parma
University of Parma
Course catalogue
Università degli Studi di Parma
course catalogue

PROBABILITY METHODS IN PHYSICS
cod. 13610

Academic year 2009/10
3° year of course - Second semester
Professor
Academic discipline
Fisica teorica, modelli e metodi matematici (FIS/02)
Field
A scelta dello studente
Type of training activity
Student's choice
32 hours
of face-to-face activities
4 credits
hub:
course unit
in - - -
lectures timetable unavailable
exam calls
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Learning objectives

The course provides the elements of probability theory useful for physical applications. The main emphasis is on stochastic processes (Markov chains and diffusion processes). <br />

Prerequisites

Calculus

Course unit content

 Events and probability spaces, conditional probability, independence, Bayes' formula. Random variables, expectation and variance. Probability distribution and density. Functions of a random variable.<br />
 Several random variables, independence, covariance.<br />
Markov chains<br />
The law of large numbers

Full programme

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Bibliography

Y.A.Rozanov, Probability theory: a concise course, Dover, 1969 <br />

Teaching methods

The course consists in a total of 32 hours of activities, mainly formal lectures, with some practice on the use of computer programs to generate and analyse random processes. <br />

Assessment methods and criteria

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Other information

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