6.436J / 15.085J Fundamentals of Probability, Fall 2008
Author(s)
Gamarnik, David
Tsitsiklis, John
Alternative Title
Fundamentals of Probability
Date Issued
December 2008
Abstract
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 (sample space, random variables, expectations, transforms, Bernoulli and Poisson processes, finite Markov chains, limit theorems) but at a faster pace and in more depth. There are also a number of additional topics, such as language, terminology, and key results from measure theory; interchange of limits and expectations; multivariate Gaussian distributions; deeper understanding of conditional distributions and expectations.
Subjects
sample space
random variables
expectations
transforms
Bernoulli process
Poisson process
Markov chains
limit theorems
measure theory
MIT Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Sloan School of Management
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