Theory of Probability

As taught in: Fall 2008

Figure showing colored dots, 'pick' and '+c of the same color.'

Polya's urn model. (Image by Prof. Dmitry Panchenko.)

Instructors:

Prof. Dmitry Panchenko

MIT Course Number:

18.175

Level:

Graduate

Course Features

Lecture notes
Assignments (no solutions)

Course Description

This course covers the laws of large numbers and central limit theorems for sums of independent random variables. It also analyzes topics such as the conditioning and martingales, the Brownian motion and the elements of diffusion theory.