Aléatoire : une introduction aux probabilités - Partie 2
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assignment Level : Introductive
chat_bubble_outline Language : French
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About the content

Ce cours d'introduction aux probabilités a la même contenu que le cours de tronc commun de première année de l'École polytechnique donné par Sylvie Méléard. Le cours introduit graduellement la notion de variable aléatoire et culmine avec la loi des grands nombres et le théorème de la limite centrale. Les notions mathématiques nécessaires sont introduites au fil du cours et de nombreux exercices corrigés sont proposés. Ce cours propose aussi une introduction aux méthodes de simulations des variables aléatoires comme la méthode de Monte Carlo. Des expériences numériques interactives sont également mises à votre disposition pour vous permettre de visualiser diverses notions.

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Syllabus

WEEK 1
VECTEURS ALÉATOIRES (1/2)

WEEK 2
VECTEURS ALÉATOIRES (2/2)

WEEK 3
CONVERGENCES ET LOI DES GRANDS NOMBRES (1/2)

WEEK 4
CONVERGENCES ET LOI DES GRANDS NOMBRES (2/2)

WEEK 5
FONCTIONS CARACTÉRISTIQUES, CONVERGENCE EN LOI ET THÉORÈME DE LA LIMITE CENTRALE (1/2)

WEEK 6
FONCTIONS CARACTÉRISTIQUES, CONVERGENCE EN LOI ET THÉORÈME DE LA LIMITE CENTRALE (2/2)

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Instructors

Sylvie Méléard
Professeur de l'Ecole polytechnique
Centre de Mathématiques Appliquées

Jean-René Chazottes
Directeur de Recherche (CNRS) & Professeur chargé de cours
Département de Mathématiques Appliquées

Carl Graham

Département de Mathématiques Appliquées de l'École Polytechnique

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École Polytechnique

École polytechnique (also known by the nickname " X ") is a French public institution of higher education and research, located in Palaiseau near Paris. It is one of the French Grandes écoles, and is renowned for its four-year undergraduate Ingénieur Polytechnicien degree in science and engineering. Students are usually admitted after two years of selective university-level preparation in mathematics and physics or after a Bachelor of Sciences (Licence in French educative system).

Polytechnique was established in 1794 by the mathematician Gaspard Monge during the French Revolution, and became a military academy under Napoleon I in 1804. Today, the institution still runs under the supervision of the French ministry of Defence. Initially located in the Latin Quarter of central Paris, the establishment was moved in 1976 to Palaiseau on the Saclay Plateau, southwest of Paris.

Polytechnique is a founding member of ParisTech, a grouping of leading Paris-area engineering colleges established in 2007. In 2014 it became a founding member as well as the head of multidisciplinary technology and innovation institute, the confederal "University of Paris in Saclay". Among its alumni are three Nobel prize winners, one Fields Medalist, three Presidents of France and many CEOs of French and international companies.

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