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dc.contributor.authorGamarnik, David
dc.contributor.authorTsitsiklis, John
dc.coverage.temporalFall 2008
dc.date.accessioned2019-05-23T14:38:22Z
dc.date.available2019-05-23T14:38:22Z
dc.date.issued2008-12
dc.identifier6.436J-Fall2008
dc.identifier.other6.436J
dc.identifier.other15.085J
dc.identifier.otherIMSCP-MD5-38543e014b5beea5a7b0d21c5c40da91
dc.identifier.urihttps://hdl.handle.net/1721.1/121170
dc.description.abstractThis 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.en
dc.language.isoen-US
dc.relation.isbasedonhttp://hdl.handle.net/1721.1/73646
dc.rightsThis site (c) Massachusetts Institute of Technology 2019. Content within individual courses is (c) by the individual authors unless otherwise noted. The Massachusetts Institute of Technology is providing this Work (as defined below) under the terms of this Creative Commons public license ("CCPL" or "license") unless otherwise noted. The Work is protected by copyright and/or other applicable law. Any use of the work other than as authorized under this license is prohibited. By exercising any of the rights to the Work provided here, You (as defined below) accept and agree to be bound by the terms of this license. The Licensor, the Massachusetts Institute of Technology, grants You the rights contained here in consideration of Your acceptance of such terms and conditions.en
dc.rightsAttribution-NonCommercial-ShareAlike 3.0 Unported*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-sa/3.0/*
dc.subjectsample spaceen
dc.subjectrandom variablesen
dc.subjectexpectationsen
dc.subjecttransformsen
dc.subjectBernoulli processen
dc.subjectPoisson processen
dc.subjectMarkov chainsen
dc.subjectlimit theoremsen
dc.subjectmeasure theoryen
dc.subject.other270502en
dc.title6.436J / 15.085J Fundamentals of Probability, Fall 2008en
dc.title.alternativeFundamentals of Probabilityen
dc.audience.educationlevelGraduate
dc.date.updated2019-05-23T14:38:31Z


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