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HomeMIT 6.262 Discrete Stochastic Processes, Spring 2011Lecture 22: Random Walks and Thresholds

Lecture 22: Random Walks and Thresholds

1:21:17

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