教材分析 MIT机电工程与计算机科学系【本科生课程】6.041.随机系统分析与应用概率.Probabilistic.Systems.Analysis.and.Applied.Probability[www.ed2kers.com].pdf
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Probabilistic Systems Analysis and Applied
Probability
As taught in: Spring 2006
Why flip a coin? Try these instead to increase the number of outcomes.
(Image courtesy of Idiolector .)
Instructors:
Prof. Munther Dahleh
MIT Course Number:
6.041 / 6.431
Level:
Undergraduate / Graduate
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.
Syllabus
This section contains detailed information about the course components. A list of topics covered in the course is available
in the calendar section.
Course Meeting Times
Lectures: 2 sessions / week, 1 hour / session
Recitations: 2 sessions / week, 1 hour / session
Tutorials: 1 session / week, 1 hour / session
Prerequisites
The prerequisite for 6.041 and 6.431 is 18.02, or a year of college level calculus for those with undergraduate degrees
from other universities. Students who have not completed the prerequisite with a grade of A, B, C or P may not enroll.
6.041 and 6.431
Students intending to take the undergraduate version of the course need to sign up for 6.041, while those intending to
take the graduate version should sign up for 6.431, which includes full participation in 6.041, together with some
additional homework problems, additional topics, and possibly different quiz and exam questions.
6.041/6.431 has three types of class sessions: lectures, recitations, and tutorials. The lectures and recitations each
meet twice a week. In addition, there will be a tutorial once a week, which is not mandato
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