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6.041 / 6.431 Probabilistic Systems Analysis and Applied Probability, Fall 2002

Dice.
Dice. (Image courtesy of National Parks Service Museums.)

 

Highlights of this Course

This course features a full set of lecture notes and problem sets, in addition to quizzes and other materials used by students in the course. The materials are largely based on the textbook, Introduction to Probability, written by Professors John Tsitsiklis and Dimitri Bertsekas (see http://www.athenasc.com/probbook.html for more information).

Course Description

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.

 

Staff

Instructors:
Prof. Muriel Medard
Prof. John Tsitsiklis

Contributor:
Prof. Dimitri Bertsekas

Course Meeting Times

Lectures:
Two sessions / week
1 hour / session

Recitations:
One session / week
1 hour / session

Tutorials:
One session / week
1 hour / session

Level

Undergraduate / Graduate

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