6.436J | Fall 2018 | Graduate

Fundamentals of Probability

Readings

You will only be responsible for the material contained in lecture notes and other handouts. For additional reading and examples, you can use the following books:

  • [GS] G. R. Grimmett and D. R. Stirzaker. Probability and Random Processes. Oxford University Press, 3rd edition, 2001. ISBN: 9780198572220.

  • [C] E. Çinlar. Probability and Stochastics. Springer, 2011. ISBN: 9780387878584.

  • [W] D. Williams. Probability with Martingales. Cambridge University Press, 1991. ISBN: 9780521406055.

  • [BT] D. P. Bertsekas and J. N. Tsitsiklis. Introduction to Probability. 2nd Ed., Athena Scientific, 2008. ISBN: 9781886529236. Chapter 1 is available online.

Week # Readings
1 No readings assigned.
2

Notes from Lecture 1 (PDF).

Handout on background material on sets and real analysis from Recitation 1 (PDF).

Optional:

[C] Sections 1.1–1.4

[GS] Sections 1.1–1.3

[W] Sections 1.0–1.5, 1.9

3

Notes from Lecture 2 (PDF) and Lecture 3 (PDF).

Optional:

[C] Section 1.3

[GS] Sections 1.4–1.7

[W] Chapter 1

4

Notes from Lecture 4 (PDF) and Lecture 5 (PDF).

Optional:

[C] Section 2.1

[GS] Sections 3.1–3.7

[BT] Go through the last section of Chapter 1 for background on counting.

5

Notes from Lecture 6 (PDF) and Lecture 7 (PDF).

Optional:

[C] Sections 1.4, 1.5, and 2.2

[GS] Chapter 3

6

Notes from Lecture 7 (PDF), Lecture 8 (PDF), and Lecture 9 (PDF).

Optional:

[C] Sections 1.4–1.6

7

Notes from Lecture 10 (PDF) and Lecture 11 (PDF).

Optional:

[GS] Sections 4.1–4.10, 4.11

8 No readings assigned.
9

Notes from Lecture 11 (PDF), Lecture 12 (PDF), and Lecture 13 (PDF).

Optional:

[GS] Sections 4.1–4.8, 5.1–5.2

[C] Chapter 4

10

Notes from Lecture 14 (PDF) and Lecture 15 (PDF).

Optional:

[GS] Sections 4.9, 4.10, 5.7–5.9

11 No readings assigned.
12

Notes from Lecture 16 (PDF), Lecture 17 (PDF), Lecture 18 (PDF), and Lecture 19 (PDF).

Optional:

[GS] Sections 7.1–7.6

[C] Chapter 3

13

Notes from Lecture 18 (PDF), Lecture 19 (PDF), and Lecture 20 (PDF).

Optional:

[GS] Sections 7.5, 7.10, 8.1–8.3

[C] Chapter 3

14 Notes from Lecture 21 (PDF) and Lecture 22 (PDF).
15

Notes from Lecture 23 (PDF), Lecture 24 (PDF), Lecture 25 (PDF), and Lecture 26 (PDF).

Optional:

[GS] Sections 6.1–6.6, 12.1–12.6

[C] Sections 4.1–4.4

16 No readings assigned.

Course Info

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Lecture Notes
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