Theory of Probability
18.175 · Mathematics · Graduate · Spring 2014
Prof. Scott Sheffield
This course covers topics such as sums of independent random variables, central limit phenomena, infinitely divisible laws, Levy processes, Brownian motion, conditioning, and martingales.
The syllabus, on MIT OpenCourseWare
The full course — syllabus, assigned readings, problem sets, exams, and lecture notes — lives on OCW. These open the real thing:
Syllabus ↗
Course overview, grading, schedule
Readings ↗
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Assignments ↗
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Attribution
Prof. Scott Sheffield. 18.175 Theory of Probability. Spring 2014. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu. License: CC BY-NC-SA 4.0.
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