Fundamentals of Probability

Two red dice on a surface.

The rolling of dice is one of the most classic examples of probability. Photo by Jonathan Petersson on Unsplash.


MIT Course Number

6.436J / 15.085J

As Taught In

Fall 2018



Cite This Course

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

Related Content

Yury Polyanskiy. 6.436J Fundamentals of Probability. Fall 2018. Massachusetts Institute of Technology: MIT OpenCourseWare, License: Creative Commons BY-NC-SA.

For more information about using these materials and the Creative Commons license, see our Terms of Use.