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Fundamentals of Probability

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;...

Start Date: Sep 01, 2008
Cost: Free

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Overview

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 (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.

Details

  • Dates: Sep 01, 2008 to Dec 20, 2008
  • Days of the Week: Monday, Tuesday, Wednesday, Thursday, Friday, Saturday, Sunday
  • Level of Difficulty: Beginner
  • Size: Massive Open Online Course
  • Instructors: Prof. John Tsitsiklis, Prof. David Gamarnik
  • Cost: Free
  • Institution: MIT OCW

Provider Overview

About MIT OCW: MIT OpenCourseWare (OCW) is a web-based publication of virtually all MIT course content. OCW is open and available to the world and is a permanent MIT activity.

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