by Dmitry Panchenko
Publisher: MIT OpenCourseWare 2008
Number of pages: 125
Number of pages: 125
Description:
This graduate 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.
Download or read it online here:This graduate 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.
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