Tag: martingales

• Wed 31 January 2024 - Hoeffding Gives Subgaussian Tails for Bounded Sums
• Thu 19 October 2023 - Optional Stopping Preserves Expectation under Safe Hypotheses
• Mon 26 July 2021 - A Branching Process Goes Extinct at a Fixed Point
• Mon 04 January 2021 - Chernoff Bounds Optimize an Exponential Moment
• Tue 07 August 2018 - Conditional Expectation Is an L2 Projection - updated: Sat 27 July 2019
• Thu 10 August 2017 - Azuma--Hoeffding Controls Martingales with Bounded Differences
• Mon 06 June 2016 - Chebyshev's Inequality Applies Markov to Squared Deviation
• Sat 06 February 2016 - Doob's Maximal Inequality Controls a Submartingale Peak
• Sun 25 July 2010 - A Centered Random Walk Is a Martingale - updated: Wed 19 November 2014
• Thu 02 July 2009 - Markov's Inequality Uses Only Nonnegativity