Theory of Probability

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

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

Instructor(s)

MIT Course Number

18.175

As Taught In

Fall 2008

Level

Graduate

Cite This Course

Course Features

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.

Panchenko, Dmitry. 18.175 Theory of Probability, Fall 2008. (MIT OpenCourseWare: Massachusetts Institute of Technology), http://ocw.mit.edu/courses/mathematics/18-175-theory-of-probability-fall-2008 (Accessed). License: Creative Commons BY-NC-SA


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