Probability and Statistical Mechanics: Basic Probability Theory and Stochastic Processes

by Lu Xu (GSSI)

Monday 7 Nov 2022, 09:00 → Wednesday 23 Nov 2022, 13:00 Europe/Rome

Ex-ISEF/Building-Room D (GSSI)

The course will cover the following basic notions in probability:

• Probability space, random variable and its distribution;
• Convergence of random variables (in probability, in law, almost surely);
• Gaussian variable and Gaussian vector;
• (Strong) law of large numbers (i.i.d. case);
• Central limit theorem (i.i.d. case);
• Brownian motion, Donsker’s invariance principle;
• Poisson distribution, Poisson process, Poisson point process;
• Law of large numbers & central limit theorem for Poisson (point) process.

 

Schedule:

7/11 9:00-11:00 11:00-13:00

8/11 9:00-11:00

14/11 9:00-11:00

15/11 9:00-11:00

22/11 9:00-11:00 15:00-17:00

23/11 15:00-17:00

30/11 exam