Lecture

Martingale Inequalities

In course

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Description

This lecture covers martingale inequalities, focusing on Chebyshev's inequality and Azuma's inequality. It discusses the generalization of martingales and provides examples to illustrate the concepts. The instructor explains how to apply these inequalities in various scenarios and emphasizes the importance of understanding the bounds and measurable properties of martingales.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_bsi6r6p1

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