Probability Lab

The main objective of the course is to make students aware of the fundamental tools for the study of probabilistic models for the counting of successes both in the discrete and continuous time, including the tools for simulating random experiments. Simple applications are presented by means of the study of a specific class of stochastic processes: Markov chains. The concept of the laboratory is "learning by doing": each student is guided towards the know-how by means of a computational work: simulation of random variables and fundamental stochastic processes. Mathematical software, as Matlab and/or R are the computational instruments.

The student will be able to recognize the main probabilistic models for the counting processes, simulate them and recognize their main properties by means of the samples. The student will be able to deal with simple stochastic processes. Awareness about how theoretical mathematical properties are the foundation of the simulating algorithms is expected, by means of software as Matlab and/or R.