Theory of Probability

Teaching Staff: Avlonitis Markos, Panaretos Alexandros
Course Code: ΜΘ-130
Course Type: Core Course
Course Level: Undergraduate
Course Language: Greek
Semester: 2nd
ECTS: 6
Teaching Units: 4
Lecture Hours: 2
Lab/Tutorial Hours: 2L
Total Hours: 4
E Class Page: https://e-class.ionio.gr/courses/DCS228/

Short 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.

Suggested 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

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