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 |