6.975 Fundamentals of Probability (H)

L MW2:30-4, Room 36-156, R01 F2, Room 36-155
Professor John Tsitsiklis, Room 32-D662, jnt@mit.edu
Prereq.:

This is a course on the fundamentals of probability geared towards first or second-year graduate students who are interested in a rigorous developmnent of the subject. The course covers most of the topics in 6.431 (sample space, random variables, expectations, transforms, Bernoulli and Poisson processes, Markov chains, limit theorems) at a faster pace and in more depth. There will also be a number of additional topics such as measure-theoretic language and terminology, interchange of limits and expectations, multivariate Gaussian distributions, deeper understanding of conditional distributions and expectations, introduction to large deviations.