MIT 6.262 Discrete Stochastic Processes - Lecture 12: Renewal Rewards, Stopping Trials, and Wald's Inequality
Lecture 12: Renewal Rewards, Stopping Trials, and Wald's Inequality
Instructor: Prof. Robert Gallager
In this lecture, we learn about time-averages for renewal rewards, stopping trials for stochastic processes, and Wald's equality.
View the complete course: http://ocw.mit.edu/6-262S11
Robert Gallager and MIT OpenCourseWare