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ANALYTIC AND PROBABILISTIC METHODS IN MATHEMATICAL PHYSICS A

Degree course: 
Corso di Second cycle degree in MATHEMATICS
Academic year when starting the degree: 
2022/2023
Year: 
1
Academic year in which the course will be held: 
2022/2023
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)
Requirements: 

basics of probability theory

Final Examination: 
Orale

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

Assessment: 
Voto Finale

The course aims to provide an introduction to the theory of discrete-time stochastic processes, in particular to Markov chains

Basics of the abstract theory of measure. Independent and identically distributed random variables. 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

Basics of the abstract theory of measure. Independent and identically distributed random variables. 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

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.

to make an appointment write to posilicano@uninsubria.it

Professors

POSILICANO ANDREA

Borrowers