METODI PROBABILISTICI IN FISICA MATEMATICA
Degree course:
Corso di Second cycle degree in MATHEMATICS
Academic year when starting the degree:
2017/2018
Year:
2
Academic year in which the course will be held:
2018/2019
Course type:
Compulsory subjects, characteristic of the class
Credits:
8
Period:
Second semester
Standard lectures hours:
64
Detail of lecture’s hours:
Lesson (64 hours)
Requirements:
Lebesgue integration theory, probability theory
Final Examination:
Orale
Oral examination
Assessment:
Voto Finale
Provide an introduction to sequences of I.I.D. random variables and Markov chains
Independent and identically distributed random variables. The Central Limit Theorem. Markov chains. Homogeneous Markov chains. Random walks on groups. Recurrence and transience. Polya’s theorem on randon walks in the n-dimensional integer lattice. Stationary processes. Ergodic theory.
1. Lecture notes
2. Y.G. Sinai, Theory of Probability and Random Processes, Springer
Frontal lessons
Borrowed from
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Degree course in: MATHEMATICS