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
The MIT Glass Lab is located in the basement of the infinite corridor, in Room 4-003. Extracurricular classes are offered to the MIT community throughout the school year. The lab also hosts several sales throughout the year, as well as a lectureship and residency. Learn more about the Glass ...
In a visit to the MIT campus on May 14, 2013, British Prime Minister David Cameron met with President L. Rafael Reif and Media Lab director Joichi Ito, faculty members and students, and a group of young MIT entrepreneurs.
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