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ANALYTIC AND PROBABILISTIC METHODS IN MATHEMATICAL PHYSICS B

Degree course: 
Corso di Second cycle degree in MATHEMATICS
Academic year when starting the degree: 
2020/2021
Year: 
1
Academic year in which the course will be held: 
2020/2021
Course type: 
Compulsory subjects, characteristic of the class
Credits: 
8
Period: 
First Semester
Standard lectures hours: 
64
Detail of lecture’s hours: 
Lesson (64 hours)
Final Examination: 
Orale

Oral test which consists in verifying the ability to express oneself in correct mathematical language and to demonstrate some of the main theorems encountered during the course.

Assessment: 
Voto Finale

Independent and identically distributed random variables. The Central Limit Theorem. Markov chains. Random walks on groups. Recurrence and transience. Polya’s theorem. Random walks and the discrete heat equation. Stationary processes and ergodic theory.

Independent and identically distributed random variables. The Central Limit Theorem. Markov chains. Random walks on groups. Recurrence and transience. Polya’s theorem. Random walks and the discrete heat equation. Stationary processes and ergodic theory.

Lecture notes by the teacher are provided to the students

Convenzionale

Frontal lessons: 64 hours. In the lectures the theoretical notions are developed and the techniques necessary for the application of the theory to the solution of problems in Mathematical physics are described.

Reception: by appointment (email to the teacher)

Professors

POSILICANO ANDREA

Borrowers