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.
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Staff

Instructor:
Prof. Dmitry Panchenko

Course Meeting Times

Lectures:
3 sessions / week
1 hour / session

Level

Graduate

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