Prof. Munther Dahleh
6.041 / 6.431
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.
OCW has published multiple versions of this subject.
Dahleh, Munther. 6.041 Probabilistic Systems Analysis and Applied Probability, Spring 2006. (MIT OpenCourseWare: Massachusetts Institute of Technology), http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-041-probabilistic-systems-analysis-and-applied-probability-spring-2006 (Accessed). License: Creative Commons BY-NC-SA