{"id":311,"date":"2019-09-25T19:01:02","date_gmt":"2019-09-25T22:01:02","guid":{"rendered":"http:\/\/professor.ufabc.edu.br\/~rafael.grisi\/?page_id=311"},"modified":"2020-02-12T15:26:43","modified_gmt":"2020-02-12T17:26:43","slug":"calculoprob","status":"publish","type":"page","link":"http:\/\/professor.ufabc.edu.br\/~rafael.grisi\/disciplinas\/calculoprob\/","title":{"rendered":"C\u00e1lculo de Probabilidades"},"content":{"rendered":"\n<h4 class=\"wp-block-heading\"><strong>Avisos<\/strong><\/h4>\n\n\n\n<ul class=\"wp-block-list\"><li><strong>ATEN\u00c7\u00c3O:<\/strong> O Exame acontecer\u00e1 na segunda semana do Q1\/2020!! Aqueles que desejarem fazer o Exame, favor entrar em contato com o professor via email para combinar data e hor\u00e1rio. Avisem seus colegas!!<\/li><li>Notas da prova substitutiva e conceitos finais liberados &#8211; ver barra lateral do site.<\/li><li>Seguindo o calend\u00e1rio de reposi\u00e7\u00e3o oficial, a prova substitutiva do dia <strong>18\/12<\/strong> ser\u00e1 \u00e0s <strong>19h.<\/strong><\/li><li>Como combinado em sala, a data da prova substitutiva foi alterada para o dia 18\/12. Para maiores detalhes, ver a p\u00e1gina de programa\u00e7\u00e3o semanal.<\/li><li>Nota da P1 liberada &#8211; ver na barra lateral do site<\/li><li>Nota da P2 liberada &#8211; ver na barra lateral do site<\/li><\/ul>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>Recomenda\u00e7\u00f5es<\/strong><\/h4>\n\n\n\n<p class=\"wp-block-paragraph\">Fun\u00e7\u00f5es de V\u00e1rias Vari\u00e1veis, Introdu\u00e7\u00e3o \u00e0 Probabilidade e \u00e0 Estat\u00edstica<\/p>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>Conte\u00fado Program\u00e1tico<\/strong><\/h4>\n\n\n\n<p class=\"wp-block-paragraph\">Vari\u00e1veis aleat\u00f3rias: Defini\u00e7\u00e3o e fun\u00e7\u00f5es de distribui\u00e7\u00e3o. Vetores aleat\u00f3rios, distribui\u00e7\u00e3o conjunta e marginais. Independ\u00eancia. Distribui\u00e7\u00f5es de fun\u00e7\u00f5es de vari\u00e1veis e vetores aleat\u00f3rios. O m\u00e9todo do jacobiano. Esperan\u00e7a. Esperan\u00e7as de fun\u00e7\u00f5es de vetores aleat\u00f3rios. Desigualdades: Markov, Tchesbychev, Jensen e Cauchy-Schwarz. Distribui\u00e7\u00e3o condicional e esperan\u00e7a condicional. Converg\u00eancia quase-certa e Lema de Borel-Cantelli. Converg\u00eancia em probabilidade. Leis Fraca e Forte dos Grandes N\u00fameros. Fun\u00e7\u00f5es geradoras e fun\u00e7\u00e3o caracter\u00edstica. Converg\u00eancia em distribui\u00e7\u00e3o e o Teorema Central do Limite.<\/p>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>Refer\u00eancia Principal<\/strong><\/h4>\n\n\n\n<p class=\"wp-block-paragraph\">ROSS, S.&nbsp;<strong>Probabilidade<\/strong>: um curso moderno com aplica\u00e7\u00f5es. 8. ed. Porto Alegre: Bookman, 2010.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Usaremos tamb\u00e9m a apostila dos professores Cristian Coletti (UFABC) e \u00c9lcio Lebensztayn (UNICAMP) como refer\u00eancia e fonte de exerc\u00edcios. A apostila pode ser baixada <a href=\"http:\/\/professor.ufabc.edu.br\/~rafael.grisi\/wp-content\/uploads\/2019\/10\/CristianElcio.pdf\">aqui<\/a>.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Bibliografia B\u00e1sica<\/strong><\/p>\n\n\n\n<ol class=\"wp-block-list\"><li>FELLER, W.<strong>&nbsp;An introduction to Probability Theory and its Applications, vol. 1<\/strong>. 3rd ed. New York: Wiley, 1957.<\/li><li>JAMES, B. R.&nbsp;<strong>Probabilidade<\/strong>: um curso em n\u00edvel intermedi\u00e1rio. 3. ed. Rio de Janeiro: IMPA, 2006.<\/li><li><\/li><\/ol>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>Bibliografia Complementar<\/strong><\/h4>\n\n\n\n<ol class=\"wp-block-list\"><li>BRZEZNIAK, Z.; ZASTAWNIAK, T.&nbsp;<strong>Basic Stochastic Processes<\/strong>: a course through exercises. Cottinghan Road: Springer-Verlag, 1999.<\/li><li>CHUNG, K. L.; AITSAHLI ,F.&nbsp;<strong>Elementary Probability Theory<\/strong>: with Stochastic Processes and an Introduction to Mathematical Finance. 4th ed. New York: Springer-Verlag, 2003.<\/li><li>FELLER, W.<strong>&nbsp;An introduction to Probability Theory and its Applications, vol. 2<\/strong>. 3rd ed. New York: Wiley, 1957.<\/li><li>HOEL, P. G.; Port, S. C.; Stone, C. J.&nbsp;<strong>Introduction to Probability Theory<\/strong>. Boston: Houghton Mifflin, 1971.<\/li><li>KARR, A. F.&nbsp;<strong>Probability<\/strong>. New York: Springer-Verlag, 1993.<\/li><\/ol>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Avisos ATEN\u00c7\u00c3O: O Exame acontecer\u00e1 na segunda semana do Q1\/2020!! Aqueles que desejarem fazer o Exame, favor entrar em contato com o professor via email para combinar data e hor\u00e1rio. Avisem seus colegas!! Notas da prova substitutiva e conceitos finais &hellip; <a href=\"http:\/\/professor.ufabc.edu.br\/~rafael.grisi\/disciplinas\/calculoprob\/\">Continue lendo <span class=\"meta-nav\">&rarr;<\/span><\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"parent":6,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-311","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"http:\/\/professor.ufabc.edu.br\/~rafael.grisi\/wp-json\/wp\/v2\/pages\/311","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/professor.ufabc.edu.br\/~rafael.grisi\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"http:\/\/professor.ufabc.edu.br\/~rafael.grisi\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"http:\/\/professor.ufabc.edu.br\/~rafael.grisi\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/professor.ufabc.edu.br\/~rafael.grisi\/wp-json\/wp\/v2\/comments?post=311"}],"version-history":[{"count":9,"href":"http:\/\/professor.ufabc.edu.br\/~rafael.grisi\/wp-json\/wp\/v2\/pages\/311\/revisions"}],"predecessor-version":[{"id":404,"href":"http:\/\/professor.ufabc.edu.br\/~rafael.grisi\/wp-json\/wp\/v2\/pages\/311\/revisions\/404"}],"up":[{"embeddable":true,"href":"http:\/\/professor.ufabc.edu.br\/~rafael.grisi\/wp-json\/wp\/v2\/pages\/6"}],"wp:attachment":[{"href":"http:\/\/professor.ufabc.edu.br\/~rafael.grisi\/wp-json\/wp\/v2\/media?parent=311"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}