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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.
    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.

This course content is a redistribution of MIT Open Courses. Access to the course materials is free to all users.

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