Generalizations to Sub- & Supermartingales

Related lectures (31)

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Explores the generalization of martingales to sub- and supermartingales with a focus on convergence properties.

Delves into probability, statistics, paradoxes, and random variables, showcasing their real-world applications and properties.

Explores probability distributions for random variables in air pollution and climate change studies, covering descriptive and inferential statistics.

Covers the proof and recap of the martingale convergence theorem, focusing on the conditions for the existence of a random variable.

Covers the properties of the symmetric random walk in stochastic processes.

Introduces the martingale convergence theorem and demonstrates its application with examples.

Explains the martingale convergence theorem and its applications in probability theory.

Explores fundamental theorems in probability and statistics, joint probability laws, and marginal distributions.

Covers the modes of convergence of random variables and the Central Limit Theorem, discussing implications and approximations.

Explores the proof of the martingale convergence theorem and the conditions for convergence to a random variable.