Fundamentals of Probability

Photo of playing cards.

Probability can be used to determine the likelihood of finding a red card in a stack of black cards. (Photo by incurable_hippie on Flickr.)


MIT Course Number

6.436J / 15.085J

As Taught In

Fall 2008



Cite This Course

Course Features

Course Description

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

Other OCW Versions

Archived versions: Question_avt logo

Gamarnik, David, and John Tsitsiklis. 6.436J Fundamentals of Probability, Fall 2008. (MIT OpenCourseWare: Massachusetts Institute of Technology), (Accessed). License: Creative Commons BY-NC-SA

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