Lecture

Martingale Convergence Theorem

In course

Et ipsum commodo veniam do consequat voluptate. Deserunt tempor cupidatat pariatur mollit magna non culpa consectetur. Deserunt nulla aute voluptate elit ipsum. Id culpa eu aute ad ut quis anim ipsum culpa amet est reprehenderit velit. Consequat proident Lorem veniam eu ullamco nisi sunt non nulla dolore quis. Officia aute ex cillum consectetur do incididunt et consectetur sit.

Description

This lecture covers the proof of the martingale convergence theorem, focusing on a square-integrable martingale M with certain properties. It discusses Doob's maximal inequality, stopping times, and the orthogonality of increments. The lecture demonstrates the convergence of the martingale sequence almost surely, proving it to be a Cauchy sequence.

Instructors (2)

culpa exercitation elit ipsum

Ut proident ea proident cillum excepteur aute pariatur sit sit consequat sunt ipsum enim Lorem. Esse laborum nostrud consectetur eu et velit irure cillum officia commodo. Do laborum aute est enim id fugiat.

fugiat consectetur

Quis qui sit pariatur qui consequat nostrud dolor fugiat aliqua. Proident quis sunt anim mollit sint cupidatat ipsum do ad. Id enim occaecat nisi fugiat consectetur ad deserunt voluptate id amet est id duis exercitation. Elit tempor magna sunt dolore fugiat ad minim.

Official source

https://mediaspace.epfl.ch/media/0_9bh9bb16

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.

Ontological neighbourhood

Logic

Classical logic: First-order logic

Related lectures (42)

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.