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18.175 Theory of Probability, Spring 2007

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Author(s)
Panchenko, Dmitry A.
Alternative Title
Theory of Probability
Date Issued
June 2007
Abstract
Laws of large numbers and central limit theorems for sums of independent random variables, conditioning and martingales, Brownian motion and elements of diffusion theory.
Subjects
Laws of large numbers
central limit theorems for sums of independent random variables
conditioning and martingales
Brownian motion and elements of diffusion theory
functional limit theorems
MIT Department
Massachusetts Institute of Technology. Department of Mathematics
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