TYPE OF COURSE: COMPULSORY SUBJECTS, CHARACTERISTIC OF THE CLASS
LANGUAGE OF INSTRUCTION: Italian
Learning outcomes of the course unit
The aim of the course consists in providing students with the basic concepts of measure and probability theory.
Course contents summary
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.
J. Jacod, P. Protter, Probability essentials, Springer Verlag, 2003.