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6.436j基础概率(麻省理工学院)

6.436J Fundamentals of Probability (MIT)
课程网址: http://ocw.mit.edu/courses/electrical-engineering-and-computer-sc...  
主讲教师: Prof. David Gamarnik; Prof. 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:
这是一门针对一年级或二年级研究生的概率基础课程,这些研究生对该学科的严格发展感兴趣。该课程涵盖6.431中的大多数主题(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,极限定理),但速度更快,更深入。还有一些其他主题,例如语言,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;更深入地了解条件分布和期望。
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 6.431 (sample space, random variables, expectations, transforms, Bernoulli and Poisson processes, finite Markov chains, limit theorems) but at a faster pace and in more depth. There are also a number of additional topics, such as language, terminology, and key results from measure theory; interchange of limits and expectations; multivariate Gaussian distributions; deeper understanding of conditional distributions and expectations.
关 键 词: 概率基础课程; 样本空间; 随机变量
课程来源: 信息不详。欢迎您在右侧留言补充。
最后编审: 2019-11-13:lxf
阅读次数: 148