Lecture

Doob Inequalities

In course

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Description

This lecture covers the Doob inequalities, demonstrating the division of random variables, the use of martingales, and the application of Holder's inequality. The instructor explains the concepts with mathematical rigor and provides examples to illustrate the theoretical results.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_q2s8rmnl

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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