Theory of Probability
Diffusion through a liquid. (Image courtesy of Sanath Kumar on Flickr. CC BY 2.0.)
Prof. Scott Sheffield
Cite This Course
As Taught In
Lecture Notes, Student Work
Don't show me this again
This is one of over 2,200 courses on OCW. Find materials for this course in the pages linked along the left.
MIT OpenCourseWare is a free & open publication of material from thousands of MIT courses, covering the entire MIT curriculum.
No enrollment or registration. Freely browse and use OCW materials at your own pace. There's no signup, and no start or end dates.
Knowledge is your reward. Use OCW to guide your own life-long learning, or to teach others. We don't offer credit or certification for using OCW.
Made for sharing. Download files for later. Send to friends and colleagues. Modify, remix, and reuse (just remember to cite OCW as the source.)
Learn more at Get Started with MIT OpenCourseWare
This course covers topics such as sums of independent random variables, central limit phenomena, infinitely divisible laws, Levy processes, Brownian motion, conditioning, and martingales.
See related courses in the following collections:
Scott Sheffield. 18.175 Theory of Probability. Spring 2014. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu. License: Creative Commons BY-NC-SA.