Course Meeting Times
Lectures: 3 sessions / week, 1 hour / session
Prerequisites
Description
18.175 Theory of Probability covers topics such as sums of independent random variables, central limit phenomena, infinitely divisible laws, Levy processes, Brownian motion, conditioning, and martingales.
Texts
This course will follow the textbook:
- Durrett, Rick. Probability: Theory and Examples. 4th ed. Cambridge University Press, 2010. ISBN: 9780521765398. [Preview with Google Books]
I use the same notation as Durrett whenever possible.
Other suggested materials that may be helpful are available in the readings section.
Grading
| ACTIVITIES | PERCENTAGES |
|---|---|
| 7 Problem Sets | 70% |
| Final Problem Set | 30% |