Courses:

Course Info

• Course Number / Code:
• 18.175 (Fall 2008) 
• Course Title:
• Theory of Probability 
• Course Level:
• Graduate 
• Offered by :
• Massachusetts Institute of Technology (MIT)
  Massachusetts, United States  
• Department:
• Mathematics 
• Course Instructor(s):
• Prof. Dmitry Panchenko 
• Course Introduction:
•  
• 
  
  18.175 Theory of Probability
  
  
  
  

  Fall 2008

  
  
  

  
  
  

  Course Highlights

  
  
  

  
  
  18.175 Theory of Probability
  
  
  
  

  Fall 2008

  
  
  

  

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

  
  
  

  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.