Diffusion through a liquid. (Image courtesy of Sanath Kumar on Flickr. CC BY 2.0.)
Instructor(s)
Prof. Scott Sheffield
MIT Course Number
18.175
As Taught In
Spring 2014
Level
Graduate
Course Description
Course Features
Course Description
This course covers topics such as sums of independent random variables, central limit phenomena, infinitely divisible laws, Levy processes, Brownian motion, conditioning, and martingales.
Other Versions
Other OCW Versions
Archived versions: 