Theory of Probability

Image of a blue substance diffusing through a clear liquid.

Diffusion through a liquid. (Image courtesy of Sanath Kumar on Flickr. CC BY 2.0.)

Instructor(s)

MIT Course Number

18.175

As Taught In

Spring 2014

Level

Graduate

Cite This Course

Course Features

Course Description

This course covers topics such as sums of independent random variables, central limit phenomena, infinitely divisible laws, Levy processes, Brownian motion, conditioning, and martingales.

Scott Sheffield. 18.175 Theory of Probability, Spring 2014. (Massachusetts Institute of Technology: MIT OpenCourseWare), http://ocw.mit.edu (Accessed). License: Creative Commons BY-NC-SA


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