6.262 | Spring 2011 | Graduate

Discrete Stochastic Processes

Video Lectures

Lecture 22: Random Walks and Thresholds

Description: This lecture covers topics including the Kingman bound for G/G/1, large deviations for hypothesis tests, sequential detection, and tilted random variables and proof of Wald’s identity.

Instructor: Prof. Robert Gallager

Random Walks and Thresholds (PDF)

Course Info

As Taught In
Spring 2011
Learning Resource Types
Problem Sets with Solutions
Exams with Solutions
Online Textbook
Lecture Videos