18.175 Theory of Probability, Spring 2005
Polya's urn model. (Image by Prof. Dmitry Panchenko.)
课程重点
This course features detailed lecture notes and problem sets.
课程描述
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.
