Probability
A.Y. 2024/2025
Learning objectives
1) The course provides basic notions and methods of probability theory, based on measure theory. Students will be taught basic topics at the level required for their further study in mathematics.
2) The course aims at giving precise and systematic knowledge on real and vector random variables (laws, moments, independence, conditional laws etc.). This is required for an appropriate understanding of probabilistic models and for further study in probability, statistics, stochastic processes, stochastic calculus and their applications.
3) The most important limit theorems of the theory of probability will be carefully presented (laws of large numbers and central limit theorem). Basic applications will be given, in particular to statistics.
2) The course aims at giving precise and systematic knowledge on real and vector random variables (laws, moments, independence, conditional laws etc.). This is required for an appropriate understanding of probabilistic models and for further study in probability, statistics, stochastic processes, stochastic calculus and their applications.
3) The most important limit theorems of the theory of probability will be carefully presented (laws of large numbers and central limit theorem). Basic applications will be given, in particular to statistics.
Expected learning outcomes
Students will acquire the basics of probability theory required to further pursue their study towards mathematics or its applications, either in mathematical statistics or in stochastic processes or in stochastic calculus and its applications.
Lesson period: Second semester
Assessment methods: Esame
Assessment result: voto verbalizzato in trentesimi
Single course
This course cannot be attended as a single course. Please check our list of single courses to find the ones available for enrolment.
Course syllabus and organization
Single session
Responsible
Lesson period
Second semester
MAT/06 - PROBABILITY AND STATISTICS - University credits: 9
Practicals: 48 hours
Lessons: 45 hours
Lessons: 45 hours
Professors:
Cosso Andrea, Fuhrman Marco Alessandro
Shifts:
Professor(s)
Reception:
Upon appointment by email
Department of Mathematics, via Saldini 50, office 1027 or on Microsoft Teams
Reception:
Monday, 10:30 am - 1:30 pm (upon appointment, possibly suppressed for academic duties)
Department of Mathematics, via Saldini 50, office 1017. On line if required by the pandemic conditions.