The rolling of dice is one of the most classic examples of probability. Photo by Jonathan Petersson on Unsplash.
Instructor(s)
Prof. Yury Polyanskiy
MIT Course Number
6.436J / 15.085J
As Taught In
Fall 2018
Level
Graduate
Course Description
Course Features
Course 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 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 distributions; and deeper understanding of conditional distributions and expectations.
Other Versions
Other OCW Versions
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