MIT 6.262 Discrete Stochastic Processes - Lecture 24: Martingales: Stopping and Converging
Lecture 24: Martingales: Stopping and Converging
Instructor: Prof. Robert Gallager
This lecture continues our conversation on Martingales and covers stopped martingales, Kolmogorov submartingale inequality, martingale convergence theorem, and more.
View the complete course: http://ocw.mit.edu/6-262S11
Robert Gallager and MIT OpenCourseWare