Math Courses
# Probability and Statistical Mechanics. Preliminary course.

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Europe/Rome

Ex-ISEF/Building-Room D (GSSI)
### Ex-ISEF/Building-Room D

#### GSSI

20

Description

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.