Theory of probability

Lectures: 3 sessions / week, 1 hour / session

18.100C Real Analysis

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.

This course will follow the textbook:

I use the same notation as Durrett whenever possible.

Other suggested materials that may be helpful are available in the readings section.

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