Probability

• instructor: Giovanni Pistone
• when: starts Feb 13 Mon-Thu 18:30 - 20:30.
• where: Collegio Carlo Alberto Room 4

• Week 1 Probability space
• Week 2 - 3 Event, random variable
• Week 4 Integration
• Week 5 Gaussian distribution
• Week 6 Conditioning I
• Week 7 Conditioning II
• Week 8 Martingales I
• Week 9 Martingales II

Textbook

D. Williams (1991) Probability with Martingales CUP

Last modified: Tue Apr 11 09:36:45 UTC 2017 by pistone