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
Problem Sets
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.)