In this program
- Markov chains
- Stationary distributions
- Martingales
- Optional stopping
- Doob's martingale convergence theorem (statement)
- Martingale inequalities
- Burkholder (introduction)
- Random walks
- See all →
Discrete-time processes
Doob's martingale convergence theorem (statement)
Stochastic processes · STEM / applied
Topic
Doob's martingale convergence theorem (statement)
Graduate Stochastic Processes — scope drawn from open stochastic processes notes and typical US graduate stochastic processes syllabi.