18.175 | Spring 2014 | Graduate
Theory of Probability
Course Description
This course covers topics such as sums of independent random variables, central limit phenomena, infinitely divisible laws, Levy processes, Brownian motion, conditioning, and martingales.
Learning Resource Types
assignment Problem Sets
notes Lecture Notes
Image of a blue substance diffusing through a clear liquid.
Diffusion through a liquid. (Image courtesy of Sanath Kumar on Flickr. CC BY 2.0.)