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Searched for: "15.085" Subjects offered any term 1 subject found.
15.085[J] Fundamentals of Probability
(
)
(Same subject as 6.436[J])
Prereq: Calculus II (GIR)
Units: 4-0-8
Lecture: MW2.30-4 (E51-345) Recitation: F11 (4-145) or F2 (4-149) +final
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.
Y. Polyanskiy
No textbook information available
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