Probability and Statistical Mechanics. Preliminary course.

by Lu Xu (GSSI)

Monday Nov 7, 2022, 9:00 AM → Wednesday Nov 23, 2022, 1:00 PM 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.