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This is an archived course. A more recent version may be available at ocw.mit.edu.
Polya's urn model. (Image by Prof. Dmitry Panchenko.)
Prof. Dmitry Panchenko
18.175
Fall 2008
Graduate
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), https://ocw.mit.edu (Accessed). License: Creative Commons BY-NC-SA
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