MIT OpenCourseWare

6.436J / 15.085J Fundamentals of Probability, Fall 2005

Probability of finding a red card in black cards.
Probability can be used to determine the likelihood of finding a red card in a stack of black cards. (Image courtesy of stock.xchng.)

課程重點

This course features exams given in the course and a list of topics and associated readings in the readings section. Lecture notes are still under development.

課程描述

This is a course on the fundamentals of probability geared towards first or second-year graduate students who are interested in a rigorous development of the subject. The course covers most of the topics in 6.431 but at a faster pace and in more depth. Topics covered include: probability spaces and measures; discrete and continuous random variables; conditioning and independence; multivariate normal distribution; abstract integration, expectation, and related convergence results; moment generating and characteristic functions; Bernoulli and Poisson processes; finite-state Markov chains; convergence notions and their relations; and limit theorems. Familiarity with elementary notions in probability and real analysis is desirable.

師資

講師:
Prof. John Tsitsiklis

上課時數

教師授課:
每週2節
每節1.5小時

複習課程:
每週1節
每節1小時

程度

研究所

回應

告訴我們您對本課程或「開放式課程網頁」的建議。

聲明

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原文聲明