18.175 Theory of Probability, Spring 2007

Laws of large numbers and central limit theorems for sums of independent random variables, conditioning and martingales, Brownian motion and elements of diffusion theory.

Bibliographic Details
Main Author: Panchenko, Dmitry A.
Other Authors: Massachusetts Institute of Technology. Department of Mathematics
Format: Learning Object
Language:en-US
Published: 2007
Subjects:
Online Access:http://hdl.handle.net/1721.1/49508
Description
Summary:Laws of large numbers and central limit theorems for sums of independent random variables, conditioning and martingales, Brownian motion and elements of diffusion theory.