This course covers the laws of large numbers and central limit theorems for sums of independent random variables




 Courses > Mathematics > Theory of Probability

18.175 Theory of Probability

Spring 2007

Polya's urn model.
Polya's urn model. (Image by Prof. Dmitry Panchenko.)

Course Highlights

This course features detailed lecture notes and problem sets in assignments section.

Course Description

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.
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