6.436J / 15.085J Fundamentals of Probability, Fall 2008
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 proce...
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| Language: | en-US |
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2019
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| Online Access: | https://hdl.handle.net/1721.1/121170 |
| _version_ | 1811075432647229440 |
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| author | Gamarnik, David Tsitsiklis, John |
| author_facet | Gamarnik, David Tsitsiklis, John |
| author_sort | Gamarnik, David |
| collection | MIT |
| 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. |
| first_indexed | 2024-09-23T10:05:48Z |
| id | mit-1721.1/121170 |
| institution | Massachusetts Institute of Technology |
| language | en-US |
| last_indexed | 2024-09-23T10:05:48Z |
| publishDate | 2019 |
| record_format | dspace |
| spelling | mit-1721.1/1211702019-05-24T03:02:44Z 6.436J / 15.085J Fundamentals of Probability, Fall 2008 Fundamentals of Probability Gamarnik, David Tsitsiklis, John sample space random variables expectations transforms Bernoulli process Poisson process Markov chains limit theorems measure theory 270502 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. 2019-05-23T14:38:22Z 2019-05-23T14:38:22Z 2008-12 2019-05-23T14:38:31Z 6.436J-Fall2008 6.436J 15.085J IMSCP-MD5-38543e014b5beea5a7b0d21c5c40da91 https://hdl.handle.net/1721.1/121170 en-US http://hdl.handle.net/1721.1/73646 This 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. 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| spellingShingle | sample space random variables expectations transforms Bernoulli process Poisson process Markov chains limit theorems measure theory 270502 Gamarnik, David Tsitsiklis, John 6.436J / 15.085J Fundamentals of Probability, Fall 2008 |
| title | 6.436J / 15.085J Fundamentals of Probability, Fall 2008 |
| title_full | 6.436J / 15.085J Fundamentals of Probability, Fall 2008 |
| title_fullStr | 6.436J / 15.085J Fundamentals of Probability, Fall 2008 |
| title_full_unstemmed | 6.436J / 15.085J Fundamentals of Probability, Fall 2008 |
| title_short | 6.436J / 15.085J Fundamentals of Probability, Fall 2008 |
| title_sort | 6 436j 15 085j fundamentals of probability fall 2008 |
| topic | sample space random variables expectations transforms Bernoulli process Poisson process Markov chains limit theorems measure theory 270502 |
| url | https://hdl.handle.net/1721.1/121170 |
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