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Searched for: 1 subject found.
18.675 Theory of Probability
(
)
Prereq: 18.100A, 18.100B, 18.100P, or 18.100Q
Units: 3-0-9
Lecture: MW9.30-11 (32-155)
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.
O. Yakir
No textbook information available
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