6.041 / 6.431 Probabilistic Systems Analysis and Applied Probability, Fall 2002
Name
6-041Fall-2002/OcwWeb/Electrical-Engineering-and-Computer-Science/6-041Probabilistic-Systems-Analysis-and-Applied--ProbabilityFall2002/CourseHome/index.htm
Size
16.55 KB
Format
HTML
Checksum (MD5)
181637e4cc68205962e59a79dd9863d5
Author(s)
Medard, Muriel
Tsitsiklis, John N.
Bertsekas, Dimitri P.
Abou Faycal, Ibrahim C. (Ibrahim Chafik)
Alternative Title
Probabilistic Systems Analysis and Applied Probability
Date Issued
December 2002
Abstract
Modeling, quantification, and analysis of uncertainty. Formulation and solution in sample space. Random variables, transform techniques, simple random processes and their probability distributions, Markov processes, limit theorems, and elements of statistical inference. Interpretations, applications, and lecture demonstrations. Meets with graduate subject 6.431, but assignments differ. From the course home page: Course Description This course is offered both to undergraduates (6.041) and graduates (6.431), but the assignments differ. 6.041/6.431 introduces students to the modeling, quantification, and analysis of uncertainty. Topics covered include: formulation and solution in sample space, random variables, transform techniques, simple random processes and their probability distributions, Markov processes, limit theorems, and elements of statistical inference. The materials are largely based on the textbook, Dynamic Programming and Optimal Control, written by Professors John Tsitsiklis and Dimitri Bertsekas (see http://www.athenasc.com/probbook.html for more information).
Subjects
probabilistic systems
probabilistic systems analysis
applied probability
uncertainty
uncertainty modeling
uncertainty quantification
analysis of uncertainty
uncertainty analysis
sample space
random variables
transform techniques
simple random processes
probability distribution
Markov process
limit theorem
statistical inference
6.041
6.431
Probabilities
MIT Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Terms of Use
Persistent DSpace Link
