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- Author:
-
Panchenko, Dmitry
- Subject:
- Mathematics and Statistics
- Institution Name:
- M.I.T.
- Collection:
-
MIT OpenCourseWare
- Grade Level:
- Post-secondary
- Abstract:
Laws of large numbers and central limit theorems for sums of independent random variables, conditioning and martingales, Brownian motion and elements of diffusion theory.
- Languages:
- English
- Material Type:
- Full Course, Homework and Assignments, Lecture Notes, Syllabi
- Media Format:
- Text/HTML, Downloadable docs
- Conditions of Use:
-
Creative Commons Attribution-Noncommercial-Share Alike 3.0
No restrictions on your remixing, redistributing, or making derivative works.
Give credit to the author, as required.
Your remixing, redistributing, or making derivatives works comes with some
restrictions, including how it is shared.
Your redistributing comes with some restrictions. Do not remix or make
derivative works.
Copyrighted materials, available under Fair Use and the TEACH Act for US-based
educators, or other custom arrangements. Go to the resource provider to see
their individual restrictions.
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