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Single discipline educational activity
Course Sheet Academic Year of enrolment:
Professor and Collaborators:
Hours of classroom activity:
Prerequisites:
Basic differential and integral calculus.
Objectives Contents Markov chains. Multivariate normal distributions. Characteristic functions and Central Limit Theorem.
Extended Syllabus Finite state Markov chains. Joint distribution of absolutely continuous random variables. Sum of independent normal r.v. and related notions. Characteristic function and main properties. Central Limit Theorem.
Recommended Bibliography Gnedenko, B.: Teoria della probabilità, Editori Riuniti Univ. Press, 2011
Methods of Provision Teaching Methods At least 48 hours of lectures and problem sessions.
Evaluation methods Verification of learning:
Written and oral examination.
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