9 MARTINGALES
The course outline promises martingale theory, and it belongs here: a martingale is a stochastic process defined by a conditional expectation, so it draws on the conditioning of Chapter 4 and the convergence modes of Chapter 6 at once. The idea is the mathematical form of a fair game.
9.1 Definition and First Examples
9.2 Martingale Differences and Hoeffding’s Inequality
9.3 Convergence
9.4 Practice Problems
9.2 Martingale Differences and Hoeffding’s Inequality
9.3 Convergence
9.4 Practice Problems
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