Introduction to Probability – Dimitri P. Bertsekas, John N. Tsitsiklis – 1st Edition

An intuitive, yet precise to theory, stochastic processes, inference, and probabilistic models used in , engineering, economics, and related fields. This is the currently used textbook for “Probabilistic Analysis,” an introductory probability course at the Massachusetts Institute of Technology, attended by a large number of undergraduate and graduate students.

The book covers the fundamentals of probability theory (probabilistic models, discrete and continuous random variables, multiple random variables, and limit theorems), which are typically part of a course on the subject. It also contains, a number of more topics, from which an instructor can choose to match the goals of a particular course. These topics include transforms, sums of random variables, a fairly detailed introduction to Bernoulli, Poisson, and Markov processes, Bayesian inference, and an introduction to classical statistics.

The book strikes a balance simplicity in exposition and sophistication in analytical reasoning. Some of the more mathematically rigorous analysis has been just intuitively explained in the text, but is developed in detail (at the level of advanced calculus) in the numerous solved theoretical problems.

  • Probability and Counting.
  • Conditional Probability.
  • Random Variables and Their .
  • Expectation.
  • Continuous Random Variables.
  • Moments.
  • Joint Distributions.
  • Transformations.
  • Conditional Expectation.
  • Inequalities and Limit Theorems.
  • Markov Chains.
  • Markov Chain Monte Carlo.
  • Poisson Processes.
Title: Introduction to Probability
Author: Dimitri P. Bertsekas / John N. Tsitsiklis
Edition: 1st Edition
ISBN: 188652923X | 978-1886529236
Type: Solution Manual
Language: English

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