图 书 馆
6.436J / 15.085J 概率论基础6.436J / 15.085J Fundamentals of Probability |
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| 课程网址: | http://ocw.mit.edu/courses/electrical-engineering-and-computer-sc... |
| 主讲教师: | David Gamarnik ; John Tsitsiklis |
| 开课单位: | 麻省理工学院 |
| 开课时间: | 信息不详。欢迎您在右侧留言补充。 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | 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 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 processes; finite-state Markov chains; convergence notions and their relations; and limit theorems. Familiarity with elementary notions in probability and real analysis is desirable. |
| 关 键 词: | 概率空间和测度; 离散和连续随机变量; 条件和独立性; 多元正态分布; 抽象积分; 期望和相关收敛结果; 特征函数; 有限状态马尔可夫链; 收敛概念及其关系; 极限定理 |
| 课程来源: | 麻省理工学院公开课 |
| 最后编审: | 2018-06-09：cmh |
| 阅读次数: | 41 |