Theory of Probability
Diffusion through a liquid. (Image courtesy of Sanath Kumar on Flickr. CC BY 2.0.)
Prof. Scott Sheffield
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As Taught In
Lecture Notes, Student Work
This course covers topics such as sums of independent random variables, central limit phenomena, infinitely divisible laws, Levy processes, Brownian motion, conditioning, and martingales.
See related courses in the following collections:
Scott Sheffield. 18.175 Theory of Probability. Spring 2014. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu. License: Creative Commons BY-NC-SA.