18.175 Theory of Probability, Spring 2005

Panchenko, Dmitry A.

Author(s)

Panchenko, Dmitry A.

Download18-175Spring-2005/OcwWeb/Mathematics/18-175Spring-2005/CourseHome/index.htm (12.00Kb)

Alternative title

Theory of Probability

Terms of use

Usage Restrictions: This site (c) Massachusetts Institute of Technology 2003. Content within individual courses is (c) by the individual authors unless otherwise noted. The Massachusetts Institute of Technology is providing this Work (as defined below) under the terms of this Creative Commons public license ("CCPL" or "license"). The Work is protected by copyright and/or other applicable law. Any use of the work other than as authorized under this license is prohibited. By exercising any of the rights to the Work provided here, You (as defined below) accept and agree to be bound by the terms of this license. The Licensor, the Massachusetts Institute of Technology, grants You the rights contained here in consideration of Your acceptance of such terms and conditions.

Metadata

Show full item record

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.

Date issued

2005-06

URI

http://hdl.handle.net/1721.1/37302

Other identifiers

18.175-Spring2005

local: 18.175

local: IMSCP-MD5-280a1bfbd15e0b6b20a8c89fd44c6a54

Keywords

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

Collections

Mathematics (18) - Archived