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概率基础

Fundamentals Of Probability
课程网址: https://ocw.mit.edu/courses/6-436j-fundamentals-of-probability-fa...  
主讲教师: Prof. Yury Polyanskiy
开课单位: 麻省理工学院
开课时间: 2018-01-01
课程语种: 英语
中文简介:
这是一门关于概率基础的课程,面向对该学科的严格发展感兴趣的一年级或二年级研究生。课程涵盖样本空间、随机变量、期望、变换、伯努利和泊松过程、有限马尔可夫链和极限定理。还有一些额外的主题,如:语言、术语和测量理论的关键结果;限制和期望的交换;多元高斯分布;以及对条件分布和期望的更深入理解。
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 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.
关 键 词: 概率基础; 泊松过程; 关键结果
课程来源: 麻省理工学院公开课
数据采集: 2024-02-03:chenjy
最后编审: 2024-02-03:chenjy
阅读次数: 10