Class hours: Monday 14:16, Tuesday 14:16 ,Thursday 14:16.

The course will start on Monday  18th September 2023.

Exam dates: TBA

The exam is written and oral. The oral examination will be approximately one week after the written exam

Textbook: Probability. An introduction. Second Edition. G. Grimmet, D. Welsh. (2014) Oxford University Press

The textbook is in the Sapienza ebooks reading list 

Weekly Course Calendar

  • Week 1: Events and probability.
  • Week 2: Conditional probability. Independence. Discrete random variables.
  • Week 3: Functions of discrete random variables. Expectations of discrete random variables.
  • Week 4:Multivariate discrete distributions and independence.
  • Week 5: Conditional expectations.Probability generating functions.
  • Week 6: Distribution functions. Continuous random variables. Density functions. Expectations of continuous random variables
  • Week 7: Random vectors. Marginal distributions. Independence
  • Week 8: Sums of random variables. Change of variables. Conditional density
  • Week 9: Multivariate normal. Moments and covariance of continuous random variables
  • Week 10: Moment generating functions, The main limit theorems
  • Week 11: Random walks, Markov chains: introduction
  • Week 12: Markov chains: limit theorems

© Università degli Studi di Roma "La Sapienza" - Piazzale Aldo Moro 5, 00185 Roma