Lecture

Reflection Principle: Proof and Observations

Description

This lecture covers the reflection principle, providing examples and proofs related to simple symmetric random walks. The instructor explains the concept of martingale writing and optional stopping theorems, demonstrating how to apply them in practice.

About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.