18.175 Theory of Probability, Fall 2008

Author(s)
Panchenko, Dmitry
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Alternative title
Theory of Probability
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Abstract
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.
Date issued
2008-12
URI
http://hdl.handle.net/1721.1/96865
Department
Massachusetts Institute of Technology. Department of Mathematics
Other identifiers
18.175-Fall2008
local: 18.175
local: IMSCP-MD5-3eb8065c42d58dad1c28b6894f863648
Keywords
Earth, Solar System, Geophysics, Gravitational Field, Magnetic Field, Seismology, Geodynamics, 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
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