Theory of Probability
| Module | Code | Semester | Type | Hours | Laboratories / Seminars | ECTS | Instructors |
| Theory of Probability | ΜΘ130 | 2 | Compulsory | 4 | 2L |
6
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Avlonitis M. |
| Description: |
| 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. |
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