Probability and Statistical Mechanics. Preliminary course.
Monday Nov 7, 2022, 9:00 AM
Wednesday Nov 23, 2022, 1:00 PM
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.