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Introduction to Probability

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Author Name: 
Dimitri P. Bertsekas

These class notes are the currently used textbook for “Probabilistic Systems Analysis,” an introductory probability course at the Massachusetts Institute of Technology. The text of the notes is quite polished and complete, but the problems are less so.

The course is attended by a large number of undergraduate and graduate students with diverse backgrounds. Acccordingly, we have tried to strike a balance between simplicity in exposition and sophistication in analytical reasoning. Some of the more mathematically rigorous analysis has been just sketched or intuitively explained in the text, so that complex proofs do not stand in the way of an otherwise simple exposition. At the same time, some of this analysis and the necessary mathematical results are developed (at the level of advanced calculus) in theoretical problems.

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