18.175 Theory of Probability, Spring 2007

Panchenko, Dmitry A.

Author(s)

Panchenko, Dmitry A.

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Alternative title

Theory of Probability

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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

2007-06

URI

http://hdl.handle.net/1721.1/49508

Department

Massachusetts Institute of Technology. Department of Mathematics

Other identifiers

18.175-Spring2007

local: 18.175

local: IMSCP-MD5-f52b8b230013dee3d43d3e4e6e67bbfa

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

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