23. Martingales (Plain, Sub, and Super) - Uedu Open

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23. Martingales (Plain, Sub, and Super)

6.262 - Discrete Stochastic Processes

Other videos (25)

1 1. Introduction and Probability Review 2 2. More Review; The Bernoulli Process 3 3. Law of Large Numbers, Convergence 4 4. Poisson (the Perfect Arrival Process) 5 5. Poisson Combining and Splitting 6 6. From Poisson to Markov 7 7. Finite-state Markov Chains; The Matrix Approach 8 8. Markov Eigenvalues and Eigenvectors 9 9. Markov Rewards and Dynamic Programming 10 10. Renewals and the Strong Law of Large Numbers 11 11. Renewals: Strong Law and Rewards 12 12. Renewal Rewards, Stopping Trials, and Wald's Inequality 13 13. Little, M/G/1, Ensemble Averages 14 14. Review 15 15. The Last Renewal 16 16. Renewals and Countable-state Markov 17 17. Countable-state Markov Chains 18 18. Countable-state Markov Chains and Processes 19 19. Countable-state Markov Processes 20 20. Markov Processes and Random Walks 21 21. Hypothesis Testing and Random Walks 22 22. Random Walks and Thresholds 23 23. Martingales (Plain, Sub, and Super) 24 24. Martingales: Stopping and Converging 25 25. Putting It All Together

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Discrete Stochastic Processes

Course videos (25)

1 1. Introduction and Probability Review 2 2. More Review; The Bernoulli Process 3 3. Law of Large Numbers, Convergence 4 4. Poisson (the Perfect Arrival Process) 5 5. Poisson Combining and Splitting 6 6. From Poisson to Markov 7 7. Finite-state Markov Chains; The Matrix Approach 8 8. Markov Eigenvalues and Eigenvectors 9 9. Markov Rewards and Dynamic Programming 10 10. Renewals and the Strong Law of Large Numbers 11 11. Renewals: Strong Law and Rewards 12 12. Renewal Rewards, Stopping Trials, and Wald's Inequality 13 13. Little, M/G/1, Ensemble Averages 14 14. Review 15 15. The Last Renewal 16 16. Renewals and Countable-state Markov 17 17. Countable-state Markov Chains 18 18. Countable-state Markov Chains and Processes 19 19. Countable-state Markov Processes 20 20. Markov Processes and Random Walks 21 21. Hypothesis Testing and Random Walks 22 22. Random Walks and Thresholds 23 23. Martingales (Plain, Sub, and Super) 24 24. Martingales: Stopping and Converging 25 25. Putting It All Together