By Guido Boffetta
Questo testo, che nasce dall'esperienza didattica degli autori, si propone di introdurre gli aspetti fondamentali della teoria della probabilità e dei processi stocastici, guardando con particolare attenzione alle connessioni con l. a. meccanica statistica, il caos, le applicazioni modellistiche ed i metodi numerici. l. a. prima parte è costituita da un'introduzione generale alla probabilità con particolare enfasi sulla probabilità condizionata, le densità marginali e i teoremi limite. Nella seconda parte, prendendo spunto dal moto Browniano, sono presentati i concetti fondamentali dei processi stocastici (catene di Markov, equazione di Fokker- Planck). l. a. terza parte è una selezione di argomenti avanzati che possono essere trattati in corsi della laurea specialistica.
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