Theory of Probability
The probability concept. Classical and empirical definition of probability. Conditional probability and independence. Bayes law. Combinatorial analysis. The concept of random variables. One-dimensional distributions. Functions of random variables. Mean value, variance, correlation functions , correlation coefficient. Multi-dimensional distributions. Central limit theorem. Moment generating functions. Random walks. Stochastic processes. Master Equation, Langevin Equation, Fokker-Planck Equation, Markov Chains.
| Code | Hours | Type | eClass | Semester |
|---|---|---|---|---|
| ΜΘ130 | 4 | Compulsory | e-Class | 2 |
bibliography:
- “ΕΙΣΑΓΩΓΗ ΣΤΗ ΘΕΩΡΙΑ ΠΙΘΑΝΟΤΗΤΩΝ”, HOEL P., PORT S., STONE C., Εκδόσεις ΙΤΕ-ΠΑΝΕΠΙΣΤΗΜΙΑΚΕΣ ΕΚΔΟΣΕΙΣ ΚΡΗΤΗΣ, ISBN 978-960-524-156-8, 2009”
- “Πιθανότητες, τυχαίες μεταβλητές και στοχαστικές διαδικασίες”, Papoulis Athanasios, Pillai S. Unnikrishna, Εκδόσεις ΤΖΙΟΛΑ, ISBN 978-960-418-127-8, 2007”