Theory of Probability

Image of a blue substance diffusing through a clear liquid.

Diffusion through a liquid. (Image courtesy of Sanath Kumar on Flickr. CC BY 2.0.)


MIT Course Number


As Taught In

Spring 2014



Cite This Course

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

Related Content

Scott Sheffield. 18.175 Theory of Probability. Spring 2014. Massachusetts Institute of Technology: MIT OpenCourseWare, License: Creative Commons BY-NC-SA.

For more information about using these materials and the Creative Commons license, see our Terms of Use.