CODE  87081 

ACADEMIC YEAR  2021/2022 
CREDITS 

SCIENTIFIC DISCIPLINARY SECTOR  MAT/06 
TEACHING LOCATION 

SEMESTER  1° Semester 
PREREQUISITES 
Prerequisites (for future units)
This unit is a prerequisite for:

TEACHING MATERIALS  AULAWEB 
This course is dedidcet to introduce basic concepts in Probability Theory. the aim is to give a solid background and the instrumentes to understand the probabilistic language: the student shound be able to build and analyse easy stochastic models. The links with other disciplines as Analysis and Statistics will be presented.
Introduction to modeling of random phenomena.
Introduction of probability: assiomatic costruction of probabiloty spaces. Concept of independence, conditional probability. Bayes Theorem. Random variables: distribution function, expectation, variance (Bernoulli, Binomiale, Geometrica, Binomiale Negativa, Ipergeometrica, Normale, Uniforme, Cauchy, Esponenziale, Gamma, ChiQuadro, t di Student,...). Markov and Chebychev inequalities. Random vectors. Characteristic functions. Convergence definitions and theorems. Law of large numbers and Central limit theorem. Stochastic simulation.
K. L. Chung, A Course in probability Theory
J. Jacod, P. Protter, Probability Essentials
Office hours: By appointment by email.
Office hours: Thursday: 14.0015.30, office 836, or by arrangement made by email.
EMANUELA SASSO (President)
ERNESTO DE VITO
VERONICA UMANITA' (President Substitute)
The class will start according to the academic calendar.
All class schedules are posted on the EasyAcademy portal.
The exam consists of a written test and an oral exam.
Date  Time  Location  Type  Notes 

19/01/2022  09:30  GENOVA  Scritto  
14/02/2022  09:30  GENOVA  Scritto  
08/06/2022  09:30  GENOVA  Scritto  
11/07/2022  09:30  GENOVA  Scritto  
09/09/2022  09:30  GENOVA  Scritto 