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HomeMIT 6.262 Discrete Stochastic Processes, Spring 2011Lecture 24: Martingales: Stopping and Converging
Lecture 24: Martingales: Stopping and Converging
1:20:44
Description: This lecture continues our conversation on Martingales and covers stopped martingales, Kolmogorov submartingale inequality, martingale convergence theorem, and more.
Instructor: Prof. Robert Gallager