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

Transcript
Lecture Slides
Martingales: Stopping and Converging ( PDF)

Course Info

Learning Resource Types

assignment_turned_in Problem Sets with Solutions
grading Exams with Solutions
menu_book Online Textbook
theaters Lecture Videos