Probability Theory for Quantitative Scientists

Luca Leuzzi is CNR Senior Researcher at the Institute of Nanotechnology (CNR-NANOTEC) in Italy. His research focuses on disordered systems and complex photonics. He has taught undergraduate courses in probability theory, computational physics, the theory of stochastic processes, statistical physics, and machine learning at Sapienza University of Rome. Enzo Marinari is a Professor of Theoretical Physics at the Sapienza University of Rome, renowned for his contributions to statistical mechanics and condensed matter theory. Over decades, he has taught numerous courses at Sapienza, including probability theory, computational physics, and statistical mechanics. Giorgio Parisi is Professor Emeritus of Theoretical Physics at Sapienza University of Rome and is widely regarded as one of the leading theoretical physicists of our time. He has made seminal contributions to both statistical physics and condensed matter physics, earning him the Nobel Prize in Physics in 2021. Parisi was also awarded the prestigious Wolf Prize in 2021 for his groundbreaking discoveries in disordered systems, particle physics, and statistical physics.

• 1. Introduction to probability; 2. Probability distributions; 3. Law of large numbers and central limit theorem; 4. Large deviations; 5. Statistical inference and experimental data analysis; 6. Multivariate and correlated experimental data; 7. Random walkers; 8. Generating functions and chain reactions; 9. Recurrent events; 10. Markov chains; 11. Numerical simulations; 12. Correlated events; 13. Continuous time Markov processes; 14. Entropy, Probability, Statistical Mechanics.

'An outstanding book on probability, masterfully written by world-leading experts in the field. Both accessible and profound, it is destined to become a classic for physicists and quantitative scientists alike.' Ginestra Bianconi, Queen Mary University of London