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Academic Year 2017/2018 - 2° Year - Curriculum B
Teaching Staff: Vittorio ROMANO
Credit Value: 9
Scientific field: MAT/07 - Mathematical physics
Taught classes: 49 hours
Exercise: 24 hours
Term / Semester:

Learning Objectives

The aim of the course is to give the main tools for statistical investigations along with the study of advanced subjects for tackling problems of interest in mathematical physics, economics, industry and in general for applications arising from applied sciences. In particular, the course furnishes the background for mathematical analysis in economics and therefore suitable for student in the program of finance.

Some aspects treated in the course are in any case relevant for those who want to teach Mathematics at the high schools.

Detailed Course Content

  1. Recalls and complements of probability. Estimators. Non parametrical estimators. Maximum likelihood method. Normal correlation. Bayesian statistical inference. Maximum entropy method. Stochastic processes. Stochastic differential equations. Monte Carlo method.




Textbook Information

P. Baldi Calcolo delle probabilità e statistica, McGraw-Hill
R. Scozzafava Incertezza e probabilità, Zanichelli
A. Rotondi, P. Pedroni, A. Pievatolo Probabilità Statistica e Simulazione, Springer
L. C. Evans, An introduction to stochastic differential equations, AMS
S. R. S. Varadhan, Stochastic processes, AMS
D. C. Montgomery, G. C. Runger Applied statistics and probability for engineers, J. Wiley