Probabilistic Systems Analysis and Applied Probability

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. — Course material by Prof. Munther Dahleh, MIT OpenCourseWare, used under CC BY-NC-SA 4.0. Original: https://ocw.mit.edu/courses/6-041-probabilistic-systems-analysis-and-applied-probability-spring-2006/