Sumários
27th Class
18 dezembro 2019, 11:00 • Patrícia Gonçalves
- Presentation of the students
- Construction of Lebesgue-Stiltjes integral
- Generalized CLT
- Poisson Processes
- Applications of martingale theory to random walks.
26th Class
18 dezembro 2019, 09:00 • Patrícia Gonçalves
- Presentations of the students
- Construction of Lebesgue-Stiltjes integral
- Generalized CLT
- Poisson Processes
- Applications of martingale theory to random walks.
25th Class
11 dezembro 2019, 11:00 • Patrícia Gonçalves
- Doob's decomposition
- Doob's L^p maximal inequality
- Uniformly integrability
- Convergence of martingales
- Optional stopping theorems
- Applications to random walks