Week 13 (December 10-11)
Section outline
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Wed (lecture): Martingale convergence theorems (13); Concentration inequalities (chapter 14)
Thu (exercises): Work on problem sets 11 and 12
Corresponding Videos
- MCT proof part 1; MCT proof part 2; MCT proof part 3 (focus on maximal inequality)
- MCT v2; Generalizations of MCT part a); Generalizations of MCT part b);
- From 2023 - Consequences of MCT; MCT proof part 1; MCT proof part 2 (focus on maximal inequality); MCT v2; Generalizations
- MCT proof part 1; MCT proof part 2; MCT proof part 3 (focus on maximal inequality)
