Week 8 (November 5-6)
Section outline
-
Wed (lecture): Gaussian random vectors (section 8.3); laws of large numbers (sections 9.1-9.4);
Thu (lecture): Laws of large numbers - weak and strong, proof (sections 9.4-9.6); Kolmogorov's 0-1 law
Corresponding Videos
- convergences of random variables; almost sure convergence vs convergence in probability
- Borrel-Contalli lemma; laws of large numbers; addendum
- Kolmogorov’s 0-1 law
