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Course Info

  • Course Number / Code:
  • 6.436J (Fall 2005) 
  • Course Title:
  • Fundamentals of Probability 
  • Course Level:
  • Graduate 
  • Offered by :
  • Massachusetts Institute of Technology (MIT)
    Massachusetts, United States  
  • Department:
  • Electrical Engineering and Computer Science 
  • Course Instructor(s):
  • Prof. John Tsitsiklis 
  • Course Introduction:
  •  


  • 6.436J / 15.085J Fundamentals of Probability



    Fall 2005




    Course Highlights


    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.


    Course Description


    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.
     

ACKNOWLEDGEMENT:
This course content is a redistribution of MIT Open Courses. Access to the course materials is free to all users.






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