Theory of Probability OpenCourseWare: MIT's Free Graduate Mathematics Class on Probability

Published Jan 29, 2009

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'Theory of Probability' is an advanced graduate-level course that examines various theorems and laws pertaining to random variables. It is offered as a free OpenCourseWare class by MIT. This online course is useful to students who are earning master's degrees in Mathematics and who are already familiar with advanced mathematics topics, including calculus.

Theory of Probability: Course Specifics

Degree Level Free Audio Video Downloads
Graduate Yes No No Yes

Lectures/Notes Study Materials Tests/Quizzes
Yes Yes No

Theory of Probability: Course Description

Mathematicians can collect and interpret data on random sequences and systems, such as the rolling of dice, and find patterns. Professor Dmitry Panchenko teaches this graduate-level course on probability theory, the mathematical analysis of random variables and events. Central topics in 'Theory of Probability' are motion and convergence, Levy's theorems, stopping time and entropy. Students will learn about random variables and series and how these factors can influence probability studies. Students will also study the law of large numbers, Wald's identity and other theorems essential to full understanding of probability theory.

Course materials include downloadable lecture notes and four problem sets. For more information, visit the probability theory course page.

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