Probabilistic Systems Analysis and Applied Probability

This is a course description for Massachusetts Institute of Technology’s (MIT) course 6.041/6.431, Probabilistic Systems Analysis and Applied Probability. This course 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, probability distributions, Markov processes, limit theorems, elements of statistical inference. This course has a complete set of lecture tools, assignments, and exams. This course description is part of MIT OpenCourseWare, an initiative of the Massachusetts Institute of Technology to put all of the educational materials from its undergraduate and graduate-level courses online and make them freely accessible.