Theory of Probability's Full Profile
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.
Sep 01, 2008
to Dec 20, 2008
Days of the Week:
Monday, Tuesday, Wednesday, Thursday, Friday, Saturday, Sunday
- Level of Difficulty: Beginner
- Size: Massive Open Online Course
- Instructor: Prof. Dmitry Panchenko
- Cost: Free
- Institution: MIT OCW
About MIT OCW:
MIT OpenCourseWare (OCW) is a web-based publication of virtually all MIT course content. OCW is open and available to the world and is a permanent MIT activity.
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MIT OpenCourseWare (MIT OCW) is an initiative of the Massachusetts Institute of Technology (MIT) to put all of the educational materials from its undergraduate- and graduate-level courses online, partly free and openly available to anyone, anywhere.