Probability

Paolo Baldi is professor at the University of Rome "Tor Vergata". He previously held positions at the universities of Catania and Pisa in Italy and also many visiting positions at the universities of Nanterre and Pierre et Marie Curie (now Sorbonne Université) in France. The author of more than 50 journal articles and 6 books (mainly textbooks), his research has focused on stochastic processes, in particular stochastic modeling on algebraic and geometric structures, as well as large deviations and numerical applications.

• 1 Elements of Measure Theory.- 2 Probability.- 3 Convergence.- 4 Conditioning.- 5 Martingales.- 6 Complements.- 7 Solutions.