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

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