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概率系统分析与应用概率

6.041 / 6.431 Probabilistic Systems Analysis and Applied Probability
课程网址: http://ocw.mit.edu/courses/electrical-engineering-and-computer-sc...  
主讲教师: Prof. Munther Dahleh
开课单位: 麻省理工学院
开课时间: 2006-03-01
课程语种: 英语
中文简介:
本课程适用于本科生(6.041)和毕业生(6.431),但作业不同。 6.041 / 6.431向学生介绍了不确定性的建模,量化和分析。涵盖的主题包括:样本空间的公式和解,随机变量,变换技术,简单随机过程及其概率分布,马尔可夫过程,极限定理和统计推断元素。
课程简介: This course is offered both to undergraduates (6.041) and graduates (6.431), but the assignments differ. 6.041/6.431 introduces students to the modeling, quantification, and analysis of uncertainty. Topics covered include: formulation and solution in sample space, random variables, transform techniques, simple random processes and their probability distributions, Markov processes, limit theorems, and elements of statistical inference.
关 键 词: 概率系统; 概率系统分析; 应用概率
课程来源: 麻省理工大学公开课
最后编审: 2015-11-21:cmh
阅读次数: 39