6.262 | Spring 2011 | Graduate

Discrete Stochastic Processes

Video Lectures

Lecture 24: Martingales: Stopping and Converging

Description: This lecture continues our conversation on Martingales and covers stopped martingales, Kolmogorov submartingale inequality, martingale convergence theorem, and more.

Instructor: Prof. Robert Gallager

Martingales: Stopping and Converging (PDF)

Course Info

Spring 2011
Exam Solutions
Exams
Lecture Videos
Open Textbooks
Problem Set Solutions
Problem Sets