This course features a full set of lecture notes and problem sets, in addition to quizzes and other materials used by students in the course. The materials are largely based on the textbook, Introduction to Probability, written by Professors John Tsitsiklis and Dimitri Bertsekas (see http://www.athenasc.com/probbook.html for more information).

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.