18.175 Theory of Probability, Fall 2008
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.
Main Author: | Panchenko, Dmitry |
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Language: | en-US |
Published: |
2008
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Subjects: | |
Online Access: | http://hdl.handle.net/1721.1/96865 |
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