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Theory of Probability, Spring 2007, MIT
23 Papers
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2 Members
| Created by
Bar tender
on
8/30/2008
| Category: Probability
Description: This 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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28-9 - Prekopa Leindler Inequality Entropy and Kullback Leibler divergence; Entropy and Kullback-Leibler divergence; Transportation Inequality for Wasserstein Metric for Log-concave Measures, Concentration of Gaussian Measure; Trivial Metric and Tota
28-9 - Prekopa Leindler Inequality Entropy and Kullback Leibler divergence; Entropy and Kullback-Leibler divergence; Transportation Inequality for Wasserstein Metric for Log-concave Measures, Concentration of Gaussian Measure; Trivial Metric and Tota
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Bar tender
August 30, 2008
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Probability
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Gaussian
Kullback
Leibler
Leindler
Prekopa
30- Stochastic Processes, Continuous Processes; Brownian Motion, Existence of Brownian Motion; Empirical Distributions and Kolmogorov-Smirnov Test
30- Stochastic Processes, Continuous Processes; Brownian Motion, Existence of Brownian Motion; Empirical Distributions and Kolmogorov-Smirnov Test
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Bar tender
August 30, 2008
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Probability
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Brownian
Kolmogorov-Smirnov
34-5 - Markov Property of Brownian Motion; Brownian Bridge as Pinned Down Brownian Motion, Reflection Principles, Laws of Suprema and the Spread
34-5 - Markov Property of Brownian Motion; Brownian Bridge as Pinned Down Brownian Motion, Reflection Principles, Laws of Suprema and the Spread
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Bar tender
August 30, 2008
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Probability
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Brownian
Markov
motion
Spread
Suprema
36- Laws of Brownian Motion at Stopping Times; Skorohod's Imbedding
36- Laws of Brownian Motion at Stopping Times; Skorohod's Imbedding
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August 30, 2008
Views: 300
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Probability
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Brownian
motion
Skorohod
37 - Laws of the Iterated Logarithm
37 - Laws of the Iterated Logarithm
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August 30, 2008
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Iterated
logarithm
4 - Kolmogorov's Theorem about Consistent Distributions
4 - Kolmogorov's Theorem about Consistent Distributions
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August 30, 2008
Views: 295
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Probability
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Kolmogorov
5 - Laws of Large Numbers
5 - Laws of Large Numbers
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August 30, 2008
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Probability
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Large
NUMBERS
6- Bernstein's Polynomials, Moment Problem on [0, 1]; Hausdorff and de Finetti Theorems; Polya Urn Scheme
6- Bernstein's Polynomials, Moment Problem on [0, 1]; Hausdorff and de Finetti Theorems; Polya Urn Scheme
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August 30, 2008
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Bernstein
Finetti
Hausdorff
Moment
7- Kolmogorov and Savage-Hewitt 0-1 Laws; First Kolmogorov's Inequality; Convergence of Random Series
7- Kolmogorov and Savage-Hewitt 0-1 Laws; First Kolmogorov's Inequality; Convergence of Random Series
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August 30, 2008
Views: 305
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Bernstein
Finetti
Hausdorff
Moment
8- Stopping Times, Wald's Identity; Markov Property, Another Proof of SLLN
8- Stopping Times, Wald's Identity; Markov Property, Another Proof of SLLN
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August 30, 2008
Views: 2080
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Markov
SLLN
Wald
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