Fundamentals of Probability
6.436J · Electrical Engineering and Computer Science, Sloan School of Management · Graduate · Fall 2018
Prof. Yury Polyanskiy
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 sample space, random variables, expectations, transforms, Bernoulli and Poisson processes, finite Markov chains, and limit theorems. There is also a number of additional topics such as: language, terminology, and key results from measure theory; interchange of limits and expectations; multivariate Gaussian distri…
The syllabus, on MIT OpenCourseWare
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Attribution
Prof. Yury Polyanskiy. 6.436J Fundamentals of Probability. Fall 2018. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu. License: CC BY-NC-SA 4.0.
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