- Docente: Maurizio Brizzi
- SSD: SECS-S/01
- Language: Italian
- Teaching Mode: Traditional lectures
- Campus: Rimini
- Corso: Second cycle degree programme (LM) in Statistical, Financial and Actuarial Sciences (cod. 8877)
Learning outcomes
The candidates will strengthen and improve their probabilistic knowledge.
Course contents
A brief recall of elementary probability. The mainly used discrete and continuous random variables. Distribution of ordinal variables. Markov, Chebyshëv and Jensen inequality. Moment-generating function and characteristic function. Discrete-time and continuous.time random processes. Poisson processes and Markov chains.
Readings/Bibliography
Teaching sheets, adapted to the course program, will be available to students. If necessary, an English version will be given.
Teaching methods
Classroom lessons with the possibility to have an active participation.
Assessment methods
Being a "crash course", assessment will be performed just by means of a classroom discussion.
Teaching tools
Teaching sheets, adapted to the course program, will be available to students. If necessary, an English version will be given.
Office hours
See the website of Maurizio Brizzi