### Course Meeting Times

Lectures: 3 sessions / week, 1 hour / session

### Prerequisites

### Description

*18.175 Theory of Probability* covers topics such as sums of independent random variables, central limit phenomena, infinitely divisible laws, Levy processes, Brownian motion, conditioning, and martingales.

### Texts

This course will follow the textbook:

- Durrett, Rick.
*Probability: Theory and Examples*. 4th ed. Cambridge University Press, 2010. ISBN: 9780521765398. [Preview with Google Books]

I use the same notation as Durrett whenever possible.

Other suggested materials that may be helpful are available in the readings section.

### Grading

ACTIVITIES | PERCENTAGES |
---|---|

7 Problem Sets | 70% |

Final Problem Set | 30% |