6.436J / 15.085J Fundamentals of Probability, Fall 2005

Tsitsiklis, John

Author(s)

Tsitsiklis, John

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Alternative title

Fundamentals of Probability

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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 MIT course 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.

Date issued

2005-12

URI

http://hdl.handle.net/1721.1/73646

Other identifiers

6.436J-Fall2005

local: 6.436J

local: 15.085J

local: IMSCP-MD5-21394ea8329d4a72ac876e99c7730a75

Keywords

Introduction to probability theory, 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 process, Finite-state Markov chains, Convergence notions and their relations, Limit theorems, Familiarity with elementary notions in probability and real analysis is desirable

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