Diffusion through a liquid. (Image courtesy of Sanath Kumar on Flickr. CC BY 2.0.)
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.
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| As Taught In: | Spring 2014 |
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Graduate
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Learning Resource Types
assignment
Problem Sets
notes
Lecture Notes