6.436J / 15.085J Fundamentals of Probability, Fall 2005

6.436J / 15.085J Fundamentals of Probability, Fall 2005

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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...

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Bibliographic Details
Main Author: Tsitsiklis, John
Language:en-US
Published: 2005
Subjects:
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
Online Access:http://hdl.handle.net/1721.1/73646

Internet

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

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