ANALYTIC AND PROBABILISTIC METHODS IN MATHEMATICAL PHYSICS A

Degree course: 
Corso di Second cycle degree in MATHEMATICS
Academic year when starting the degree: 
2021/2022
Year: 
1
Academic year in which the course will be held: 
2021/2022
Course type: 
Compulsory subjects, characteristic of the class
Credits: 
8
Period: 
First Semester
Standard lectures hours: 
64
Detail of lecture’s hours: 
Lesson (64 hours)
Requirements: 

basics of probability theory

Final Examination: 
Orale

oral examination

Assessment: 
Voto Finale

The course aims to provide an introduction to the theory of discrete-time stochastic processes, in particular to Markov chains

Basics of the abstract theory of measure. Independent and identically distributed random variables. Markov chains. Homogeneous Markov chains. Random walks on groups. Recurrence and transience. Polya’s theorem on randon walks in the n-dimensional integer lattice. Random walks and the discrete heat equation

Notes provided by the lecturer

Convenzionale

Frontal lessons