Lecture

Martingale Theory: Basics and Applications

In course

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Description

This lecture covers the basics of Martingale theory, including conditional expectations, law of total expectations, and Martingale properties. It also explores applications of Martingales in random variables and provides corollaries for more general situations.

Official source

https://mediaspace.epfl.ch/media/0_m1hwoumz

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Descriptive statistics: Correlations

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