Lecture 24: Martingales: Stopping and Converging

author: Robert G. Gallager, Center for Future Civic Media, Massachusetts Institute of Technology, MIT
recorded by: Massachusetts Institute of Technology, MIT
published: Feb. 11, 2013,   recorded: April 2011,   views: 2312
released under terms of: Creative Commons Attribution Non-Commercial Share Alike (CC-BY-NC-SA)
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Description

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

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