Probability And Information Theory – Politecnico di Torino

Argomenti del programma: Definitions of probability, Kolmogorov axioms, de Finetti and Jaynes (4 hours) Stochastic independence, conditional probability, Bayes theorem and inference (4 hours) Random variables (4 hours) Classical probability: Urn models, balls and boxes, random walks (6 hours) Generating functions: Integer random variables, branching process (6 hours) Borel-Cantelli lemmas. Laws of large numbers. Limits in probability.