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SUMMARY:PILLAR Course: Probability and Statistical Mechanics
DTSTART;VALUE=DATE-TIME:20261102T130000Z
DTEND;VALUE=DATE-TIME:20270212T111500Z
DTSTAMP;VALUE=DATE-TIME:20261106T142900Z
UID:indico-event-983@indico.gssi.it
DESCRIPTION:LecturersStefano Olla stefano.olla@gssi.itLu Xu lu.xu@gssi.itT
 imetable and workloadLectures: 60 hoursCalendar: available at this linkCou
 rse description and outcomesThe aim of this course is to review the basic 
 concepts in probability theory and stochastic processes\, and to provide s
 ome mathematical methods for the study of statistical mechanics. Course r
 equirementsBasic functional analysisCourse content1 Basic concepts in prob
 ability theory2 Law of Large Numbers and Central Limit Theorem3 Markov pro
 cess with countable state space4 Discrete and continuous-time martingales5
  Basic stochastic analysis and stochastic differential equation6 Large Dev
 iation TheoryReferencesR. Durrett\, Probability Theory and ExamplesI. Kara
 tzas\, S. E. Shreve\, Brownian Motion and Stochastic CalculusExamination a
 nd gradingWritten and/or oral exam \n\nhttps://indico.gssi.it/event/983/
URL:https://indico.gssi.it/event/983/
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