La Sapienza - Università di Roma

Introduction to Stochastic processes

To register, please fill-in the online form available here: https://forms.gle/e2m8bEjEnSwQGwec6

Course description:
The course reviews basic notions and results in probability and stochastic processes. Main topics include: Events and sets, Probability spaces, generated and Borel sigma-algebras, Conditional distributions and conditional expectation, Random vectors, Generating functions, Characteristic functions, Convergence of Random variables, Law of large numbers and Central Limit Theorems.

Suggested textbook:
Grimmett and Stirzaker (2001), Probability and Random Processes, Oxford University Press. Mörters and Peres (2010), Brownian Motion, Cambridge University Press.

The course will be held in Aula 15 - building CU035 (click here to see an annotated Campus map) 

11 September 2019  from 11:00 to 14:00   
12 September 2019  from 11:00 to 14:00   
13 September 2019  from 12:00 to 14:00   
18 September 2019  from 12:00 to 14:00   
20 September 2019  from 12:00 to 14:00