Paolo Baldi
Professore
Ordinario di Metodi Matematici e Statistici
Laurea in
Matematica, Universita` di Pisa, 1971
Doctorat d'Etat ès
Sciences, Université P. et M. Curie (Paris 6), 1985
Previous
positions: Assistente (Pisa, 1971-80),
Professore associato di Calcolo delle Probabilita` e Statistica
(Pisa, 1980-86), Professore Ordinario di Statistica Matematica
(Catania, 1986-90).
Main domain
of interest: Probability.
Recently:
Large Deviations (sharp estimates, applications to simulation in
financial and traffic models, importance sampling), Diffusion
Processes (modeling with, asymptotic behaviour,simulation). Random fields
on the sphere and more general algebraic structure. Less
recently: random walks on groups (recurrence and transience, limit
theorems)
Teaching in 2019/20:
CP - Complementi di Probabilita` (primo semestre, Laurea Magistrale in Matematica Pura e Applicata, 8 CFU)-> programma del corso e altre informazioni.