18.175 Theory of Probability

Class Info

Sums of independent random variables, central limit phenomena, infinitely divisible laws, Levy processes, Brownian motion, conditioning, and martingales. Prior exposure to probability (e.g., 18.600) recommended.

This class has 18.100A, 18.100B, 18.100P, and 18.100Q as prerequisites.

18.175 will be offered this semester (Fall 2018). It is instructed by V. Gorin.

Lecture occurs 9:30 AM to 11:00 AM on Tuesdays and Thursdays in 4-261.

This class counts for a total of 12 credits.

You can find more information at the MIT + 18.175 - Google Search site or on the 18.175 Stellar site.

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