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Searched for: 1 subject found.
18.675 Theory of Probability
(18.175)(
)
Prereq: 18.100A, 18.100B, 18.100P, or 18.100Q
Units: 3-0-9
Lecture: MW11-12.30 (4-237)
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.
N. Sun
Textbooks (Fall 2019)
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