ANALYTIC AND PROBABILISTIC METHODS IN MATHEMATICAL PHYSICS A
- Overview
- Assessment methods
- Learning objectives
- Contents
- Full programme
- Bibliography
- Delivery method
- Teaching methods
Degree course:
Corso di Second cycle degree in MATHEMATICS
Academic year when starting the degree:
2018/2019
Year:
2
Academic year in which the course will be held:
2019/2020
Course type:
Compulsory subjects, characteristic of the class
Credits:
8
Period:
Second semester
Standard lectures hours:
64
Detail of lecture’s hours:
Lesson (64 hours)
Requirements:
Lebesgue integration theory, probability theory
Oral exam
Assessment:
Voto Finale
Provide an introduction to sequences of I.I.D. random variables and Markov chains
IID random variables
Markov chains
Independent and identically distributed random variables. The Central Limit Theorem. Markov chains. Homogeneous Markov chains. Random walks on groups. Recurrence and transience. Polya’s theorem on randon walks in the n-dimensional integer lattice. Random walks and the discrete heat equation.
Lecture notes provided by the professor
Convenzionale
frontal lectures
Borrowed from
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Degree course in: MATHEMATICS