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Theory of Probability

Figure showing colored dots, 'pick' and '+c of the same color.'

Polya's urn model. (Image by Prof. Dmitry Panchenko.)


MIT Course Number


As Taught In

Fall 2008



Course Features

Course Description

This course covers the laws of large numbers and central limit theorems for sums of independent random variables. It also analyzes topics such as the conditioning and martingales, the Brownian motion and the elements of diffusion theory.

Dmitry Panchenko. 18.175 Theory of Probability, Fall 2008. (Massachusetts Institute of Technology: MIT OpenCourseWare), (Accessed). License: Creative Commons BY-NC-SA

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