Unlock: Martingale Theory
Martingales and their convergence properties: Doob martingale, optional stopping theorem, martingale convergence, Azuma-Hoeffding inequality, and Freedman inequality. The tools behind McDiarmid's inequality, online learning regret bounds, and stochastic approximation.
8 Prerequisites0 Mastered0 Working8 Gaps
Prerequisite mastery0%
Recommended probe
Basic Logic and Proof Techniques is your weakest prerequisite with available questions. You haven't been assessed on this topic yet.
Martingale TheoryTARGET
Not assessed18 questions
Measure-Theoretic ProbabilityInfrastructure
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